Specialist Stress Testing Execution Analyst @ HSBC Technology Poland

7 dni temu


Krakow, Polska HSBC Technology Poland Pełny etat

Your career opportunity
Team
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.
If your CV meets our criteria, you should expect the following steps in the recruitment process:
Online behavioural test
Telephone screen
Job interview with the hiring manager

Strong analytical skills and a proactive approach to problem solving.
Masters / PhD 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 detail
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.
Nice to have
Knowledge of Python, SQL, Jira or Git
Experience in production of BAU (unstressed) FVAs or PVAs
Experience in financial modelling
Knowledge of PC systems and data flows
Your career opportunity
Team
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.
If your CV meets our criteria, you should expect the following steps in the recruitment process:
Online behavioural test
Telephone screen
Job interview with the hiring manager
,[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, Train and support junior colleagues in execution of the production processes, 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., Build trusted relationships with stakeholders within Product Control, Traded Risk and Front Office, Cooperate with the local Kraków team in hybrid mode, working from office at least twice a week, and remotely otherwise.] Requirements: Degree, Project management, Communication skills, Finance, Accounting, Python, SQL, Jira, Git, BAU, financial modelling Additionally: Training budget, Private healthcare, Flat structure, International projects, Multisport card, Monthly remote work subsidy, Psychological support, Conferences, PPK option, Annual performance based bonus, Integration budget, International environment, Small teams, Employee referral bonus, Mentoring, Workstation reimbursement, Company share purchase plan, Childcare support programme, Bike parking, Playroom, Shower, Canteen, Free coffee, Free beverages, Free parking, In-house trainings, In-house hack days, No dress code, Modern office, Knowledge sharing, Garden, Massage chairs, Kitchen.



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