Vice President, Model Validation, Governance and Risk Stewardship

3 tygodni temu

Krakow, Polska HSBC Service Delivery (Polska) Sp. z o.o. Pełny etat
Expected, Python

About the 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 usage., , The jobholder will play a key role in independent validation of Wholesale Credit Risk (WCR) Pillar 1 models used in HSBC Continental Europe ensuring that ECB findings have been remediated and that compliance with regulatory expectations is met.

The jobholder will also perform ad-hoc review of analysis of any evidence to be submitted to the ECB for closing regulatory findings.

Finally, the successful candidate will track and report the remediation of any ECB findings related to model risk.

This includes findings on WCR models, but also any other models for which the ECB raised findings for HSBC Continental Europe (e.g., Traded Risk, ICAAP)., , The position is within Model Risk Management (MRM) department of HSBC, which is part of Second Line of Defense and is headed up by the Chief Model Risk Officer (CMRO).

Your responsibilities, Lead validations of the Credit Risk Models used for Regulatory Reporting Purposes., Performing ad-hoc review of analysis of any evidence to be submitted to the ECB for closing regulatory findings., Provide oversight and engaging with senior stakeholders for model related risk stewardship within their area of responsibility, ensuring that strong risk management is embedded across the 1LOD, enabling safe growth., Participate in Governance Forums/Committees as required., Support and manage activity for the Regional Head of Model Risk Management & Risk Steward to represent Model Risk Stewardship to Country/Regional-level Executive Management and Board members., Liaise with 1LOD and other model stakeholders as appropriate to ensure issues have been adequately resolved., Communicate across technical quantitative, business and strategic levels to ensure that stakeholders understand the implications of model risks and limitations., Provide effective oversight and challenge to first-line risk and control owners across the end-to-end product set for model risk, whilst delivering second-line opinion and formal input and challenge across regions and countries.

10+ years of experience in Development/Validation of Wholesale Credit Risk Models (PD/LGD/EAD/Slotting models used for Regulatory Capital)., Excellent knowledge of Regulatory Requirements related to IRB models (in particular, EBA Guidelines)., Very good knowledge of statistical models and scorecard development techniques., Proficiency in Python.

Very good understanding of SAS desirable., Master's or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering.

Self-starter demonstrating high energy levels, flexibility, enthusiasm and willingness to learn.
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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