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
This role will be responsible for supporting Wholesale Risk Analytics and data driven decision making across the regions and Group. The role is expected to work towards credit risk model development which includes Regulatory Model development as well as wholesale economic response models (Stress Testing, IFRS9, Economic Capital) for multiple portfolios.
What you’ll do:
• This role should involve at least one of the following key wholesale risk model engagements:
o Development or maintenance of regulatory credit risk models including PD, LGD, EAD for wholesale clients.
o Development or maintenance of wholesale economic response models (Stress Testing, IFRS9) including PD, LGD, ECL for wholesale clients.
• Participate in data improvement initiatives to support model development.
• Engage with team leads, senior management, project owners and project sponsors as well as model reviewers and approvers.
• Follow the global model standards when supporting model development, validation, and monitoring.
• Translate and present technical work to stakeholders.
What you need to have to succeed in this role
• Analytics experience in model development (AIRB / IFRS9 risk analytics/ Stress testing) is an asset, but not a requirement.
• At least master’s degree in Mathematics, Statistics, Economics, Engineering, Computer Science, Management, or other quantitative fields of study.
• Good understanding of statistics and familiarity with tools for numerical analysis and regression approaches.
• A good working level proficiency in written and verbal English
• Knowledge of credit risk is a plus, e.g. awareness of AIRB/IFRS9 credit model development guidelines and standards.
• Strong coding skills in Python (preferable), R, SAS, SQL etc. would be essential.
• Ability to work as part of a team with key customers and stakeholders.
• Certifications like FRM, CQF or SCR are considered an asset.
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
The pay range for this role is 11200 PLN - 16800 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.
If your CV meets our criteria, you should expect the following steps in the recruitment process:
• Online behavioural test (for external candidates only)
• Telephone screen (for external candidates only)
• 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.
Recruiter name
Dorota Such
Recruiter email
dorota.such@hsbc.com