Specialist Stress Testing Execution Analyst

2 tygodni temu

Kraków, Lesser Poland Hsbc Service Delivery Pełny etat

Technologies-optional : Python SQL Jira Git about-project : Product Control (PC) Analytics is a group within Global Markets Finance with representation in London, Kraków, Paris and Bangalore.


PC Analytics is a centralized specialist quantitative team dedicated to implementation and refinement of fair value adjustment (FVA) methodologies, development and support of quantitative tools for Product Control, Market Risk Management and the business, ensuring methodologies are compliant with new regulations and growing business expectations.

The candidate will be joining a team of experienced quantitative analysts with deep subject matter expertise.


Workstream Stress Testing Execution workstream within PC Analytics is a dedicated function responsible for producing FVA projections under hypothetical market scenarios, as required by financial regulators (PRA, EBA, HKMA etc.) or in response to internal requests related to market risk management.


Stress Testing Execution team covers the full end-to-end process of FVA stress testing, consisting of PC-specific stress scenario expansion, running calculations in a set of dedicated tools, results validation and reporting, review and challenge process, preparation of regulatory documentation and unstructured data, and validation of submission templates.

Outside of the execution period team's responsibilities include model monitoring and calibrations, infrastructure maintenance and planning for upcoming exercises.

responsibilities :
Coordinate the production process of Fair Value Adjustments (FVAs) and Prudent Valuation Adjustments (PVAs) stress testing.


Validate stressed FVA and PVA projections, taking into account the prescribed market scenario specifics, business composition, historical market behaviour, scenario severity, methodology limitations and overall coherence of the results; produce convincing explanatory analysis.

Prepare clear and informative materials for results review and challenge sessions with senior stakeholders.


Update the regulatory documentation accompanying the data submission (Basis of Preparation document, responses to Unstructured Data Requests), providing clear exposition of projection methodologies, main highlights of the results and controls applied.


Closely cooperate with central Strategic Planning & Stress Testing team, providing timely updates on milestones completion and sharing control evidences.

Be able to quickly adapt, solve issues and respond to stakeholder requests during very tight execution window.


During pre-runtime period, contribute to process planning, preparation of process maps, agreeing handovers, defining responsibilities and scheduling meetings with reviewers.

Document operating procedures, maintain model documentation.

requirements-expected : Strong analytical skills and a proactive approach to problem solving.

Masters / Ph D in Quantitative Finance, Mathematics, Economics, Physics, Computer Science or Engineering discipline.

Fluency in English both spoken and written.

Understanding basic concepts of quantitative finance, financial markets and accounting principles.

Project management experience.

Ability to work in a team and independently as a self-starter with high reliability and attention to details.

Ability to work under pressure within very tight timelines.

Very good self-organization.

Cooperative, supportive and approachable attitude.

Good communication skills and willingness to learn.

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 remote work opportunities 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

  • Stress Testing, Recovery

    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:The Corporate Treasury & Finance Risk team is an important pillar of The Treasury Risk Management (TRM) Second Line of Defense...

  • Stress Testing, Recovery

    2 tygodni temu

    Kraków, Lesser Poland HSBC Service Delivery (Polska) Sp. z o.o. Pełny etat

    about-project :The Corporate Treasury & Finance Risk team is an important pillar of The Treasury Risk Management (TRM) second line of defence team for balance sheet risk for HBSC Group. The team provides subject matter expert oversight over Treasury activities specific to Capital, Stress Testing, Recovery and Resolution and Financial planning in the form of...

  • Stress Testing Execution Analyst

    2 tygodni temu

    Kraków, Lesser Poland Hsbc Service Delivery Pełny etat

    Technologies-expected : VBA C++ about-project : Product Control Analytics is a global group within Global Markets infrastructure with representation in London, Paris, New York, Hong Kong and Brazil.Team is a centralised specialist quantitative group dedicated to, 1.Independent review of Front Office and Risk (Value-at-Risk and Counterparty Risk)...

  • ERM Stress Testing Manager, Assistant Vice President, Hybrid

    2 tygodni temu

    Kraków, Lesser Poland State Street Pełny etat

    Who we are looking for Global Treasury Risk Management (GTRM), a group within State Street's Enterprise Risk Management (ERM), is looking for an Assistant Vice President (AVP) level risk manager to join its Quarterly Stress Testing team based in Krakow. The goal of ERM is to ensure that State Street's risks are proactively identified, well-understood,...

  • 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...

  • SAP Testing Analyst

    2 tygodni temu

    Kraków, Lesser Poland Westinghouse Electric Company LLC. Pełny etat

    The SAP Testing Analyst is a key role for the Westinghouse SAP system. For this role, experience with SAP is preferred but not required; instead, the role requires exposure to test management tools and methodologies, strong communications, and high motivation. The SAP Testing Analyst will be presented with an opportunity to enhance and streamline current...

  • Sap Execution/wm

    2 tygodni temu

    Kraków, Lesser Poland Itfs Sp. Z O.o. Pełny etat

    Technologies-expected: SAP Warehouse Management (WM)SAP Manufacturing Execution S/4 HANA about-project: Workplace: 100% remote (occasional visits to the Cracow office)Start: Immediate (up to 1 month notice period)Form of cooperation: B2B with ITFS (outsourcing)Client: Production / Manufacturing industry responsibilities:Consulting main processes as part of...

  • Piping Stress Engineer

    2 tygodni temu

    Kraków, Lesser Poland VitalAire Canada Inc. Pełny etat

    Entity DescriptionAir Liquide Engineering & Construction builds the Group's production units (mainly air gas separation and hydrogen production units) and provides external customers with efficient, sustainable, customized technology and process solutions. Our core expertise in industrial gas, energy conversion and gas purification, enables customers to...

  • SAP Execution/WM

    2 tygodni temu

    Kraków, Lesser Poland ITFS sp. z o.o. Pełny etat

    Expected, SAP Warehouse Management (WM), SAP Manufacturing Execution, S/4HANAAbout the project, Workplace: 100% remote (visits to the Cracow office 1x a month), Start: ASAP (max 1 month notice period), Form of cooperation: B2B with ITFS (outsourcing), Client: Production / Manufacturing industryYour responsibilities, Consulting main processes as part of the...

  • Assistant Vice President – Reporting Ops

    2 tygodni temu

    Kraków, Lesser Poland Belvedere Recruitment Pełny etat

    International Banking, Risk | Finance | Regulatory | Change Project | Transformation Recruitment #hiring, #recruiting, #bankingjobs, and #recruitmentLocation: Krakow, PolandContract Type: PermanentJoin a leading international finance hub in Krakow, fostering career growth and skill developmentTackle regulatory reporting and contribute to influential stress...

  • Treasury Risk Senior Analyst

    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:The Corporate Treasury & Finance Risk team is an important pillar of The Treasury Risk Management (TRM) Second Line of Defense...

  • Quality Analyst

    2 tygodni temu

    Kraków, Lesser Poland HAYS POLAND Sp. z o.o. Pełny etat

    Quality Analystlokalizacja: Kraków (małopolskie)numer referencyjny:Hays IT Contracting is a cooperation based on B2B rules. We connect IT specialists with the most interesting, technological projects on the market.Join the group of 500 satisfied Contractors working for Hays' clientsFor our Client we are currently looking for Candidates for the position...

  • 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...

  • Senior Data Analyst

    2 tygodni temu

    Kraków, Lesser Poland Ecolab Services Poland Sp. z o.o. Pełny etat

    Senior Data Analyst Kraków, Lesser Poland Voivodeship technologies-expected :SAPSQLabout-project :The Senior Data Analyst and member of the Enterprise Data Office is responsible for driving a world-class global master data governance and conversion process within Ecolab that supports the company's growth, protects shareholder value, and develops associates....

  • 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...

  • Senior Modelling Analyst

    2 tygodni temu

    Kraków, Lesser Poland HSBC Service Delivery Pełny etat

    Senior Modelling Analyst Kraków, Lesser Poland Voivodeship 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...

  • Business Analyst

    2 tygodni temu

    Kraków, Lesser Poland Heineken Pełny etat

    Press Tab to Move to Skip to Content Link Select how often (in days) to receive an alert: Select how often (in days) to receive an alert: AtHEINEKEN Kraków(HEINEKEN Global Shared Services)our success comes directly from our great people. We are a growing team of business experts in finance, accounting, data and technology ready to "WOW" the world with...

  • 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...

  • Business Analyst

    2 tygodni temu

    Kraków, Lesser Poland HEINEKEN Pełny etat

    At HEINEKEN Kraków (HEINEKEN Global Shared Services) our success comes directly from our great people. We are a growing team of business experts in finance, accounting, data and technology ready to "WOW" the world with our expertise, passion and pride to be GREEN. We act on our values of Passion for consumers & customers, Courage to dream & pioneer, Care...

  • Business Analyst

    2 tygodni temu

    Kraków, Lesser Poland HEINEKEN Global Shared Services Pełny etat

    AtHEINEKEN Kraków(HEINEKEN Global Shared Services)our success comes directly from our great people. We are a growing team of business experts in finance, accounting, data, and technology ready to "WOW" the world with our expertise, passion, and pride to beGREEN. We act on our values of Passion for consumers & customers, Courage to dream & pioneer, Care for...