Specialist Stress Testing Execution Analyst

1 miesiąc temu

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

Optional, Python, SQL, Jira, Git
About the 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.
Your 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.
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 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.
Optional, 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.
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, 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
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,

  • Specialist Stress Testing Execution Analyst

    4 tygodni temu

    Krakow, Polska HSBC Service Delivery (Polska) Sp. z o.o. 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...

  • Specialist Stress Testing Execution Analyst

    6 dni temu

    Krakow, Polska HSBC Service Delivery (Polska) Sp. z o.o. 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...

  • Specialist Stress Testing Execution Analyst

    2 tygodni temu

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

    technologies-optional :PythonSQLJiraGitabout-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...

  • Specialist Stress Testing Execution Analyst

    2 tygodni temu

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

    Optional, Python, SQL, Jira, GitAbout the 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...

  • 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...

  • Stress Testing Analyst

    1 tydzień temu

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

    technologies-expected : VBA C++ about-project : This role is part of the Business Finance team supporting Markets and Securities Services (MSS) which has been created to drive, shape and steward the end-to-end stress testing process globally for MSS. The role holder will contribute to development of effective capability that meets global regulatory...

  • Stress Testing Execution Analyst

    4 tygodni temu

    Krakow, Polska HSBC Service Delivery (Polska) Sp. z o.o. 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) models....

  • Stress Testing Execution Analyst

    6 dni temu

    Krakow, Polska HSBC Service Delivery (Polska) Sp. z o.o. 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) models....

  • Stress Testing Execution Analyst

    2 tygodni temu

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

    Expected, VBA, C++About the 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) models. 2. Support of...

  • Stress Testing Execution Analyst

    1 miesiąc temu

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

    Expected, VBA, C++ About the 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) models. 2. Support...

  • Stress Testing Execution Analyst

    4 tygodni temu

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

    Expected, VBA, C++ About the 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) models. 2. Support...

  • ERM Stress Testing Manager, Assistant Vice President, Hybrid

    2 miesięcy temu

    Krakow, Polska State Street Pełny etat

    Who we are looking forGlobal 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,...

  • ERM Stress Testing Manager, Assistant Vice President, Hybrid

    4 tygodni temu

    Krakow, Polska State Street Pełny etat

    Who we are looking forGlobal 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,...

  • Stress Testing Execution Analyst @ HSBC Technology Poland

    6 dni temu

    Krakow, Polska HSBC Technology Poland Pełny etat

    Your career opportunity 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, Independent review of Front Office and Risk (Value-at-Risk and Counterparty Risk) models. Support of Product Control in...

  • SAP Execution/WM

    4 tygodni temu

    Krakow, Polska ITFS sp. z o.o. Pełny etat

    technologies-expected : SAP Warehouse Management (WM) SAP Manufacturing Execution S/4HANA about-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 industry responsibilities : Consulting main processes as part of...

  • SAP Execution/WM

    2 tygodni temu

    Krakow, Polska ITFS sp. z o.o. Pełny etat

    technologies-expected :SAP Warehouse Management (WM)SAP Manufacturing ExecutionS/4HANAabout-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 industryresponsibilities :Consulting main processes as part of the global...

  • Business Analyst, hybrid, Officer

    3 miesięcy temu

    Krakow, Polska State Street Pełny etat

    Your new teamState Street’s Analytics platform is a web based application providing a full suite of analytics, which give clients insight into the risks and performance of their investment portfolios. Supporting all asset classes, the platform computes analytics such as: stress testing, value at risk (VaR), position specific analytics for derivatives...

  • QA Automation Testing

    2 tygodni temu

    Krakow, Polska HCL Poland Pełny etat

    technologies-expected :SQLSeleniumresponsibilities :We are looking for a forward thinking ISTQB certified Test Analyst who is pragmatic, self-starting and who believes testing is a pivotal role in the development of systems that meet the business needs. It is important that the candidate is willing to understand the global behaviour of the system and grow...

  • Senior Modelling Analyst @ HSBC Technology Poland

    2 dni temu

    Krakow, Polska HSBC Technology Poland Pełny etat

    Your career opportunity Global Finance Analytics (“GFA”) is a recently established function within Global Finance and is a globally diverse team. Global Finance Analytics’ aims include i) overseeing model risk and governance within Finance, ii) creating a centre of expertise within Finance for model development, advanced analytics and innovation, and...

  • Senior Data Analyst

    2 tygodni temu

    Krakow, Polska Ecolab Services Poland Sp. z o.o. Pełny etat

    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. This is a key role within the EBS Data Conversion team...