Job Advert Details
Some careers shine brighter than others.
If you’re looking for a career that will help you stand out, join HSBC, and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.
Your career opportunity
Global Risk Analytics (GRA) is a global team responsible for development of risk models for broad classes of financial and operational risks at HSBC. We are tasked with setting standards and providing mission-critical, cutting-edge tools to help identify, measure and manage risk, as well as enhance an enterprise-wide compliance across HSBC.
The GRA Traded, Treasury and Operational (TTOP) Risk Analytics deals with risk models for measurement of trading book risks, treasury and liquidity risks as well as operational risk.
GRA TTOP CCR&XVA team develops robust models for counterparty credit risk (CCR) and derivative valuation adjustments (XVA). The team is scattered across global locations (London, Krakow, Hong Kong, Toronto) and holds responsibility for development and First-Line-of-Defense validation of these models. The team focuses on models used for risk reporting for the whole HSBC group and cooperates with regional GRA teams on matters related to local risk reporting.
This role is responsible for supporting a robust development and maintenance of risk models and methodologies under remit of the GRA CCR&XVA team.
What you’ll do
- Assess and validate performance of the models using real world data
- Support the ongoing maintenance of the CCR/XVA library
- Understand features, assumptions and limitations of the models, propose an enhancement approach, identify target market data and undertake enhancement
- Drive improvements to the systems and data infrastructure supporting deployment of CCR&XVA models
- Coordinate projects aimed at aligning methodologies and governance
- Assist in the on-going application of the models in a business-as-usual risk management framework
What you need to have to succeed in this role
- At least 4 years of experience in a quant role
- Excellent understanding of Stochastic Calculus applied to quantitative finance and numerical optimisation technics
- Strong C++ and Python skills. An experence with: Linux, Apache Beam, GCP, MKL, Protobuf, CMake, Jenkins, Docker or similar is welcome.
- Clear and demonstrable familiarity with key risk measures such as CVA, EPE, PFE
- Minimum Masters level in Math/Computer Science/Engineering discipline
- Open personality and effective communication skills, ability and flexibility to work in an international team
- Ability to write clear and understandable documents
What we offer
The pay range for this role is 16567 PLN – 24842 PLN (monthly, gross).
Variable pay is discretionary, but influenced by Group performance, business/function performance and individual performance.
We offer a comprehensive and competitive package of benefits covering healthcare, family friendly leaves, pension and life assurance, as well as many other benefits to support your wellbeing.
- 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
- Social fund
- Flexible working hours
- Free parking
- Nursery discounts
- Financial support with trainings and education
If your CV meets our criteria, you should expect the following steps in the recruitment process:
- Online behavioural test
- Telephone screen
- Zoom interview with the hiring manager
We are looking to hire as soon as possible so don’t wait and apply now!
You'll achieve more when you join HSBC.
We thank all interested candidates for their applications. We reserve the right to contact only selected candidates.
In case you would like to resign from participation in recruitment process or withdraw previously sent to us application, please email us at: krakow.recruitment@hsbc.com
Recruiter name
Monika Pietranek
Recruiter email
monika.pietranek@hsbc.com