VP, Model Risk Management
3 tygodni temu
About the 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 (2LoD) 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 teams are based in each region, to ensure local subject matter expertise and to guide, review, and challenge. 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.Your 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 1LOD, 2LOD, 3LOD) 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., Lead model validation activities including planning and stakeholder management.
Liaise with 1LOD 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.
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 Risk models, performance metrics and risks and associated issues.
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 PhD degree in a quantitative discipline like:Statistics, Mathematics, Physics, Econometrics, Quantitative Finance, or related fields.
What we offer, 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
Recruitment stages, Online assessment, Phone interview, Job interview, Welcome to HSBC
HSBC Service Delivery (Polska) Sp. z o.o., HSBC is one of the world's largest banking and financial services organisations.
Our global businesses serve more than 40 million customers worldwide through a network that covers 63 countries and territories., , HSBC Service Delivery (Polska) Sp.
z o.o. is HSBC's global finance, operations, risk and technology centre.We use our unique expertise and capabilities to provide specialised services – our people range from technologists transforming the banking experience to operations professionals managing 1.7 trillion payments a year., , Our Purpose – Opening up a world of opportunity – explains why we exist.
We are bringing together the people, ideas and capital that nurture progress and growth, helping to create a better world – for our customers, our people, our investors, our communities and the planet we all share.
This is how we work,-
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