Senior AVP, Model Risk Management

3 dni temu

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

technologies-expected :
R
Python
SAS
Matlab
C++
SQL

about-project :
Do you have analytical mind and like to solve quantitative problems? Can you extract statistical insights from the data? Would you like to work in an international and supportive environment, and to learn industry best practices in one of the world’s largest banks? Well, then your best match could be the Model Risk Management Team at HSBC Krakow The Model Risk Management is an international team consisting of Model Risk Stewards.
Model Risk Governance and Independent Model Review. Independent Model Review (IMR) is a specialist quantitative group which aims at independently validating HSBC’s models.
We have roles on different levels of experience ranging from entry-level positions for graduates to seasoned professionals. We encourage you to apply regardless of your experience in quantitative model validation, we might just have the right fit for you.

responsibilities :
Perform independent model validations as part of a specialist quantitative team within HSBC Model Risk Management department, called Independent Model Review.
Conduct quantitative and qualitative research with focus on model data, design, performance, and implementation for one of our functional streams. We cover various types of models including credit risk models (e.g., IRB, IFRS9, Stress Testing, Economic Capital, application and behavioural scorecards), climate risk models, as well as market risk models (e.g., VaR, IRC, RNIV, Exposure at Default, CCR RWA, pricing models, algorithmic trading models, ALCM models, Valuation models).
Assess quantitative or expert-based models to identify their assumptions and limitations. Formulate opinions about conceptual soundness of models’ design and their adequacy for intended usage. This includes quantification of model risk drivers and assessment of their impact on the
model credibility.

requirements-expected :
Academic degree (MSc or PhD) -- good fits are: Statistics, Mathematics, Physics, Econometrics, Quantitative Finance, or related fields.
Programming skills -- knowledge of one of the following: R, Python, SAS, Matlab, C++, or SQL.
Good written and verbal communication skills in English.
Experience in independent model validation, model building and/or quantitative research (for the more senior roles).
Professional qualifications (e.g., PRM, FRM, CQF) are beneficial.

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.
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
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
In-office gym

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