Analyst - Model Risk Management

Miejsce pracy: Kraków

Your responsibilities

• Comprehensive model reviews to assess conceptual soundness, data integrity, performance, implementation, and adherence to regulatory and/or internal requirements.
• Being able to challenge constructively model owner choices.
• Building effective relationships with the model developers to ensure proper communication and anticipate requests.
• Support a high-performance culture through collaboration and effective people interaction.
• Documentation of conducted assessments and model risk indicators in thorough review reports including recommendations for model improvements.
• Tracking completion of review recommendations.

Our requirements

• Strong analytical skills, deep understanding of statistics, analytical concepts, and risk modelling.
• Knowledge of traditional modelling approaches and advanced techniques (including artificial Intelligence and machine learning algorithms).
• Experience in modelling and/or validation in financial services, familiarity with model lifecycle, especially aspects considered during model development and validation of the model. Understanding of financial products, processes, and regulatory requirements for risk management.
• Experience with statistical modelling software/programming languages (e.g., SAS, Python, R, SQL, VBA), proficiency in MS Word and Excel.
• Knowledge of financial crime compliance (Anti Money Laundering, Sanctions, Risk Rating, Market Abuse Surveillance), commercial and retail credit processes would be an asset.
• Master’s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering and 4+ years of proven and relevant work experience.

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

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

Recruitment stages

• Online assessment
• Phone interview
• Job interview
• Welcome to HSBC!

About the role

The role of the AVP is to perform model review (i.e., quantitative analysis and qualitative research with focus on model data, design, performance, and implementation) to formulate opinions about models’ conceptual soundness and adequacy for intended usage. Role responsibilities also cover documentation of conclusions and identified model risk indicators.

HSBC Service Delivery (Polska) Sp. z o.o.

HSBC is one of the world’s largest banking and financial services organisations. Our global businesses serve more than 40 million customers worldwide through a network that covers 63 countries and territories.

HSBC Service Delivery (Polska) Sp. z o.o. is HSBC's global finance, operations, risk and technology centre. We use our unique expertise and capabilities to provide specialised services – our people range from technologists transforming the banking experience to operations professionals managing 1.7 trillion payments a year.

Our Purpose – Opening up a world of opportunity – explains why we exist. We are bringing together the people, ideas and capital that nurture progress and growth, helping to create a better world – for our customers, our people, our investors, our communities and the planet we all share.

Thank you for interest in HSBC..Before you apply, please note that we will take into the consideration only applications that include the following statement:.“I hereby declare that I have familiarised myself with the Privacy Statement for Applicants published at http://www.about.hsbc.pl/careers and I give my consent to use my personal data included in my application for the purposes of recruitment in HSBC Service Delivery (Polska) Sp. z o. o. according to the rules described in the Privacy Statement for Applicants, as per the Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (GDPR).”.Due to the high number of applications, we reserve the right to contact selected candidates only..In case you would like to resign from participation in the recruitment process or withdraw previously sent application, please email us at: krakow.recruitment@hsbc.com.


Location: Kraków, PL

Posted Date: 10/17/2024