Senior Quantitative Validation Specialist, Advanced Risk Management

4 dni temu


Kraków, Lesser Poland HSBC Service Delivery Pełny etat

Overview:

At HSBC Service Delivery, we are seeking a highly skilled and experienced Senior Quantitative Validation Specialist to join our Advanced Risk Management team.

The successful candidate will be responsible for conducting independent validations of our model landscape, identifying and communicating model limitations and issues.

The role requires strong analytical and technical skills, with knowledge of statistical models and scorecard development techniques. Experience with statistical modeling software/programming languages such as SAS, Python, R, Matlab, C++, or VBA is essential.

Key Responsibilities:

  • Undertake model validation and testing activities as dictated by the Global Model Risk Policy
  • Assess model inputs, calculations, reporting outputs, conceptual soundness of the underlying theory, and suitability of use for its intended purpose
  • Review documentation and implementation of the model
  • Provide written reports detailing the results of validations
  • Communicate technical model-related information and results to Model Owners and Model Users
  • Contribute to management, regulatory, and external confidence in all models used across the group

Requirements:

  • Master's or PhD degree in a quantitative discipline such as Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics, or Engineering
  • Knowledge in one or more areas such as Stress Testing and Scenario Analysis models, Traded Risk and Pricing Models, Global Markets Trading & Hedging models, Asset Liability Models, etc.
  • Experience with some statistical modeling software/programming language e.g. SAS, Python, R, Matlab, C++, VBA
  • Experience of developing and reviewing models throughout the customer lifecycle
  • Experience of conducting independent model reviews is beneficial

What We Offer:

  • $120,000 - $180,000 per annum (dependent on experience)
  • Annual performance-based bonus up to 20% of base salary
  • 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


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