Vp, Model Risk Management
2 tygodni temu
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 are the second line of defence (2 Lo D) for Model Risk and the CMRO is the global Model Risk Steward for the group and is also accountable for the global operation of the MRM function.
MRM activity is managed on a global basis as many models are used in multiple locations.
This enables MRM to operate consistently and efficiently globally, and to take account of additional local regulatory requirements.
responsibilities :
Undertake model validation activities as dictated by the Global Model Risk Policy including the assessment of; model inputs, calculations, reporting outputs, conceptual soundness of the underlying theory and the suitability of the use for its intended purpose, relevance and completeness of data, qualitative information and judgements, documentation, and implementation of the model.
Provide written reports detailing the results of validations highlighting issues identified during the validation.Validate remediation activities completed by the ILOD to ensure appropriate resolution of identified issues.
Work with relevant stakeholders to embed new Global Model Risk Policies and Procedures.
Communicate across technical quantitative, business, and strategic levels to ensure that stakeholders understand the implications of model risks and limitations.
Provide model users, model owners, senior management, audit, and regulators (across 1 LOD, 2 LOD, 3 LOD) with confidence that the models and tools developed, maintained, and used within the Group are compliant with internal and regulatory expectations and fit for the intended purpose.
Provide functional leadership for a small team of Model Validators operating across geographies and the HSBC matrix, support the recruitment and retention of junior colleagues and provide coaching and guidance.
Liaise with 1 LOD and other model stakeholders as appropriate to ensure issues have been adequately resolved.
Deliver, high quality, timely validation reports that add value to the business.
Support the interaction with Group Internal Audit on model related audits, MSIIs and audit issues and ensure oversight on the implementation of any audit recommendations.
requirements-expected : Knowledge in one or more of the following areas: Stress Testing and Scenario Analysis models, Traded Risk and Pricing Models, Global Markets Trading & Hedging models, Asset Liability Models, etc.
Detailed knowledge of local regulations and those of other country regulators would be an advantage.
Experience with some statistical modelling software / programming language e.g., Python, R, Matlab, C++, VBA.
Experience of developing or validating models.
Experience of presenting recommendations to Senior Management.
Experience of conducting independent model reviews.
Ability to present complex statistical concepts and results to non-technical audiences in a persuasive and compelling manner.
Master's or Ph D degree in a quantitative discipline like: Statistics, Mathematics, Physics, Econometrics, Quantitative Finance, or related fields.
offered :
Competitive salary 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 Flexible working hours Free parking benefits :
sharing the costs of sports activities private medical care sharing the costs of professional training & courses life insurance flexible working time integration events corporate sports team doctor's duty hours in the office retirement pension plan corporate library no dress code video games at work coffee / tea parking space for employees leisure zone extra social benefits employee referral program opportunity to obtain permits and licenses charity initiatives family picnics extra leave
-
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 etatAVP, 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...
-
Manager Model Risk Management
2 tygodni temu
Kraków, Lesser Poland HSBC Service Delivery (Polska) Sp. z o.o. Pełny etattechnologies-expected :RPythonSASMatlabC++SQLabout-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...
-
AVP, Model Risk Management
2 tygodni temu
Kraków, Lesser Poland dotCommunity Sp z o. o. Pełny etatCompany: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...
-
Intern - Model Risk Management
2 tygodni temu
Kraków, Lesser Poland HSBC Service Delivery Pełny etatTechnologies-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 etatInternational 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 etatCompany: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 etatYour 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 etatSome 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...
-
Kraków, Lesser Poland Jobs via eFinancialCareers Pełny etatVice 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 etatJoin 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 etatJoin 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 etatJoin 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 etatJoin 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 etatJoin 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...
-
VP Financial Engineering
2 tygodni temu
Kraków, Lesser Poland ITDS Business Consultants Pełny etatJoin us, and transform complex data into actionable insightsKrakow-based opportunity with the possibility to work 80% remotelyAs a VP Financial Engineering, you will be working for our client, a leading global financial institution, contributing to the Strategic Analytics unit within Global Risk Analytics (GRA). Your primary focus will be on programming...
-
VP of Product Management
2 tygodni temu
Kraków, Lesser Poland SALESmanago Pełny etatVP of Product Management Kraków, Lesser Poland Voivodeship responsibilities :Lead, manage and mentor a team of productWorking closely with other members of the management teamProduct planning and assignment of tasks and deliverablesLead, define, represent and communicate product strategy to all stakeholders.Assess product development sprints and enhancement...
-
Vp Of Product Management
2 tygodni temu
Kraków, Lesser Poland SALESmanago Pełny etatVP of Product Management Miejsce pracy: Kraków Technologies we use Operating system Windows mac OS Your responsibilities Lead, manage and mentor a team of product Working closely with other members of the management team Product planning and assignment of tasks and deliverables Product lifecycle management Lead, define, represent and communicate product...
-
VP Financial Engineering
2 tygodni temu
Kraków, Lesser Poland Belvedere Recruitment Pełny etatOnly apply if you have a work permit or a right to work in Poland.VP Financial Engineering - Lead Python DeveloperJoin a premier finance team dedicated to innovation and excellence in the financial services industry. We're on the hunt for a visionary Lead Python Developer to steer our financial modeling solutions into the future. This is a full-time role...
-
Kraków, Lesser Poland HSBC Service Delivery Pełny etatTechnologies-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...
