Manager Model Risk Management

2 tygodni temu

Kraków, Lesser Poland HSBC Service Delivery (Polska) Sp. z o.o. Pełny etat
technologies-expected :
  • R
  • Python
  • SAS
  • Matlab
  • C++
  • SQL
about-project :
  • Do you have analytical mind and like to solve quantitative problems? Can you extract statistical insights from the data? Would you like to work in an international and supportive environment, and to learn industry best practices in one of the world's largest banks? Well, then your best match could be the Model Risk Management Team at HSBC Krakow The Model Risk Management is an international team consisting of Model Risk Stewards,
  • Model Risk Governance and Independent Model Review. Independent Model Review (IMR) is a specialist quantitative group which aims at independently validating HSBC's models.
  • We have roles on different levels of experience ranging from entry-level positions for graduates to seasoned professionals. We encourage you to apply regardless of your experience in quantitative model validation, we might just have the right fit for you
responsibilities :
  • Perform independent model validations as part of a specialist quantitative team within HSBC Model Risk Management department, called Independent Model Review.
  • Conduct quantitative and qualitative research with focus on model data, design, performance and implementation for one of our functional streams. We cover various types of models including credit risk models (e. g. IRB, IFRS9, Stress Testing, Economic Capital, application and behavioural.
  • scorecards), climate risk models, as well as market risk models (e. g. VaR, IRC, RNIV, Exposure at Default, CCR RWA, pricing models, algorithmic trading models, ALCM models, Valuation models).
  • Assess quantitative or expert-based models to identify their assumptions and limitations. Formulate opinions about conceptual soundness of models' design and their adequacy for intended usage. This includes quantification of model risk drivers and assessment of their impact on the
requirements-expected :
  • Academic degree (MSc or PhD), good fits are: Statistics, Mathematics, Physics, Econometrics, Quantitative Finance, or related fields.
  • Programming skills -- knowledge of one of the following: R, Python, SAS, Matlab, C++, or SQL.
  • Good written and verbal communication skills in English.
  • Experience in independent model validation, model building and/or quantitative research (for the more senior roles).
  • Professional qualifications (e. g. PRM, FRM, CQF) are beneficial.
offered :
  • Annual performance-based bonus
  • Additional bonuses for recognition awards
  • Multisport card
  • Private medical care
  • Life insurance
  • One-time reimbursement of home office set-up (up to 800 PLN)
  • Corporate parties & events
  • CSR initiatives
  • Nursery discounts
  • Financial support with trainings and education
  • Social fund
  • Free parking
benefits :
  • sharing the costs of sports activities
  • private medical care
  • sharing the costs of professional training & courses
  • life insurance
  • remote work opportunities
  • flexible working time
  • corporate sports team
  • doctor's duty hours in the office
  • video games at work
  • coffee / tea
  • parking space for employees
  • employee referral program
  • opportunity to obtain permits and licenses
  • charity initiatives
  • family picnics
Firma: HSBC Service Delivery (Polska) Sp. z o.o.

Dodano:
Praca na stanowisku - aktualna

#J-18808-Ljbffr

  • Model Risk Management

    2 tygodni temu

    Kraków, Lesser Poland UBS Financial Services Pełny etat

    • review the mathematical foundation of the model, assessing the correctness of the model equations and theory• assess if the model is implemented correctly, via independent re-implementation of the model in spreadsheets or coding language (Python, C#, F#, C++...)• challenge the first line and raise appropriate follow-up actions to mitigate model risk...

  • AVP, Model Risk Management

    2 tygodni temu

    Kraków, Lesser Poland Belvedere Recruitment Pełny etat

    AVP, Model Risk Management Belvedere Recruitment Kraków, Poland Posted 11 days ago Hybrid Job Permanent Competitive Only apply if you have a work permit or a right to work in Poland. Leadership opportunity in a globally recognised finance corporationCrucial role in Model Risk Management (MRM) ensuring rigorous validation processes.Competitive salary with...

  • AVP, Model Risk Management

    2 tygodni temu

    Kraków, Lesser Poland dotCommunity Sp z o. o. Pełny etat

    Company:Joinone of the world's largest banking and financial services organisations Our Client's global businesses serve more than 40 million customers worldwide through a network that covers 64 countries and territories..Overview:Model Risk Management (MRM) at our client's company is structured as a global function, headed up by the Chief Model Risk Officer...

  • Vp, Model Risk Management

    2 tygodni temu

    Kraków, Lesser Poland Hsbc Service Delivery Pełny etat

    Technologies-expected : Python R Matlab C++ VBA about-project : Model Risk Management (MRM) at HSBC is structured as a global function, headed up by the Chief Model Risk Officer (CMRO).The MRM function reports directly to the Group Chief Risk and Compliance Officer (GCRCO) ensuring its independence from the model developing and owning areas of the firm.MRM...

  • Intern - Model Risk Management

    2 tygodni temu

    Kraków, Lesser Poland HSBC Service Delivery Pełny etat

    Technologies-expected : SAS Python R Matlab C++ VBA responsibilities : Contributing to model validation and testing activities.Preparing data sets in readiness for validation activities.Support the Model Validation team as required.Contribute to management, regulatory, and external confidence in all models used across the group.requirements-expected :...

  • Vice President, Model Risk Management

    2 tygodni temu

    Kraków, Lesser Poland Belvedere Recruitment Pełny etat

    International Banking, Risk | Finance | Regulatory | Change Project | Transformation Recruitment #hiring, #recruiting, #bankingjobs, and #recruitmentVice President, Model Risk Management for Global Financial InstitutionLocation: Krakow, PolandContract Type: Permanent• High-level leadership role in Risk Management.• Operate within a globally influential...

  • Senior AVP, Model Risk Management

    2 tygodni temu

    Kraków, Lesser Poland dotCommunity Sp z o. o. Pełny etat

    Company:Join one of the world's largest banking and financial services organisations Our Client's global businesses serve more than 40 million customers worldwide through a network that covers 64 countries and territories..About the role:Do you have analytical mind and like to solve quantitative problems? Can you extract statistical insights from the data?...

  • Senior AVP, Model Risk Management

    2 tygodni temu

    Kraków, Lesser Poland dotCommunity Sp z o. o. Pełny etat

    Your career opportunityModel Risk Management (MRM) at our client is structured as a global function, headed up by the Chief Model Risk Officer (CMRO). The MRM function reports directly to the Group Chief Risk and Compliance Officer (GCRCO) ensuring its independence from the model developing and owning areas of the firm.MRM are the second line of defence...

  • Senior AVP Model Risk Management

    2 tygodni temu

    Kraków, Lesser Poland HSBC Service Delivery Pełny etat

    Some careers shine brighter than others.If you're looking for a career that will help you stand out, join HSBC, and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.Your career opportunityModel Risk...

  • Senior Manager, Model Governance

    2 tygodni temu

    Kraków, Lesser Poland Belvedere Recruitment Pełny etat

    Senior Manager, Model Governance (GFA) Belvedere Recruitment Kraków, Poland Posted 11 days ago Hybrid Job Permanent Competitive Only apply if you have a work permit or a right to work in Poland. Senior Manager, Model Governance (GFA) - Finance SectorEmbark on a career that distinguishes you within the global finance landscape. We're seeking a Senior...

  • Vice President, Model Risk Management for Global Financial Institution

    2 tygodni temu

    Kraków, Lesser Poland Jobs via eFinancialCareers Pełny etat

    Vice President, Model Risk Management for Global Financial Institution Vice President, Model Risk Management for Global Financial Institution Belvedere Recruitment Kraków, Poland Posted 3 days ago Hybrid Job Permanent Competitive Only apply if you have a work permit or a right to work in Poland. High-level leadership role in Risk Management.Operate within...

  • Model risk analyst

    2 miesięcy temu

    Kraków, Lesser Poland Cypher Consulting Europe Pełny etat

    Join our team of Model Risk Stewards, where you'll be part of Independent Model Review (IMR), a specialized quantitative group dedicated to validating models. Regardless of your experience level in quantitative model validation, from entry-level graduates to seasoned professionals, we encourage you to apply as we have roles suited to various...

  • Model Risk Analyst

    2 tygodni temu

    Kraków, Lesser Poland Cypher Consulting Europe Pełny etat

    Join our team of Model Risk Stewards, where you'll be part of Independent Model Review (IMR), a specialized quantitative group dedicated to validating models. Regardless of your experience level in quantitative model validation, from entry-level graduates to seasoned professionals, we encourage you to apply as we have roles suited to various...

  • Model Risk Analyst

    2 tygodni temu

    Kraków, Lesser Poland Cypher Consulting Europe Pełny etat

    Join our team of Model Risk Stewards, where you'll be part of Independent Model Review (IMR), a specialized quantitative group dedicated to validating models. Regardless of your experience level in quantitative model validation, from entry-level graduates to seasoned professionals, we encourage you to apply as we have roles suited to various...

  • Model Risk Policy Expert

    2 tygodni temu

    Kraków, Lesser Poland ITDS Business Consultants Pełny etat

    Join us, and elevate the benchmark for stress testing frameworksKrakow-based opportunity with the possibility to work 80% remotelyAs a Model Risk Policy Expert, you will be working for our client, a leading financial institution, on optimizing the Stress Testing Framework to manage risks effectively in Regulatory Reporting outputs.Your main...

  • Model Risk Policy Expert

    2 tygodni temu

    Kraków, Lesser Poland ITDS Business Consultants Pełny etat

    Join us, and elevate the benchmark for stress testing frameworksKrakow-based opportunity with the possibility to work 80% remotelyAs a Model Risk Policy Expert, you will be working for our client, a leading financial institution, on optimizing the Stress Testing Framework to manage risks effectively in Regulatory Reporting outputs.Your main...

  • Operational Risk Stress Testing Model Developer

    2 tygodni temu

    Kraków, Lesser Poland UBS Financial Services Pełny etat

    Operational Risk Stress Testing Model DeveloperPolandRiskGroup FunctionsJob Reference #287651BRCityJob TypeFull TimeYour roleAre you an expert in building complex models? Are you interested in operational risk management and scenario-based stress testing? Do you enjoy cooperating with a team of highly skilled experts to develop and deliver solutions? Then we...

  • Vice President, Model Validation, Governance And Risk Stewardship

    2 tygodni temu

    Kraków, Lesser Poland HSBC Service Delivery Pełny etat

    Technologies-expected : Python about-project : Selected candidate will lead validations of the Credit Risk Models used for Regulatory Reporting Purposes (i.e., quantitative analysis and qualitative research with focus on model data, design, performance, and implementation) to formulate opinions about models' conceptual soundness and adequacy for intended...

  • Senior manager, model governance

    4 tygodni temu

    Kraków, Lesser Poland Belvedere Recruitment Pełny etat

    Responsibilities Provideprehensive support to the GFA Model Risk, Modelernance and Analytics Strategy team. Engage inernance forums with senior stakeholders from different sectors Finance, Risk and Business. Implement project management support on Model Riskernance initiatives across Global Finance. Undertake the meticulous analysis and reporting of model...

  • Senior manager, model governance

    2 miesięcy temu

    Kraków, Lesser Poland Belvedere Recruitment Pełny etat

    Responsibilities Provideprehensive support to the GFA Model Risk, Modelernance and Analytics Strategy team. Engage inernance forums with senior stakeholders from different sectors Finance, Risk and Business. Implement project management support on Model Riskernance initiatives across Global Finance. Undertake the meticulous analysis and reporting of model...