Senior Risk Model Developer
4 dni temu
Company Overview
">HSBC Service Delivery is a global organization responsible for delivering high-quality services to our customers. We are committed to innovation, excellence, and customer satisfaction.
">Job Description
">We are seeking an experienced Senior Risk Model Developer to join our Global Risk Analytics (GRA) team in Kraków. The GRA Traded and Operational (TnO) Risk Analytics team deals with risk models for measurement of trading book risks, treasury and liquidity risks as well as operational risk.
">The successful candidate will be responsible for supporting our GDM team by developing and maintaining robust risk models and methodologies that are under the remit of the GRA TnO team.
">Key Responsibilities
">- ">
- Identify areas for improvements, automation and enhanced controls for risk models for all asset classes.">
- Assess and validate performance of the models using real-world data.">
- Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation.">
- Develop new models (methodology and computing tools) to cover new/identified risks.">
- Articulate our modeling approach to internal and external stakeholders (incl. regulators) in a non-technical language if required.">
- Assist in the on-going application of the models in a business-as-usual risk management framework.">
- Work with a degree of autonomy, dealing with complex technical information while still being able to provide judgment and clear direction.">
- Participate in ad-hoc projects.">
Requirements
">To be successful in this role, you will need:
">- ">
- Experience in the financial industry involving quantitative finance and/or risk modeling.">
- M.Sc./Bachelor holder in Quantitative Finance/Physics/Mathematics or related disciplines.">
- Solid understanding of financial mathematics, mathematical analysis, statistics and linear algebra.">
- Solid understanding of risk measures.">
- Knowledge of derivative products and their pricing.">
- Good knowledge of Python programming language. Other programming skills are a plus.">
- Open personality and effective written and oral communication skills in English.">
What We Offer
">We offer a 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, corporate parties & events, CSR initiatives, nursery discounts, financial support with trainings and education, social fund, flexible working hours and free parking.
">Next Steps
">If your CV meets our criteria, you can expect the following steps in the recruitment process: online behavioral test, telephone screen and Zoom interview with the hiring manager.
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