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Analyst, model risk management
  • Kraków
Analyst, model risk management
Kraków, Kraków, Lesser Poland Voivodeship, Polska
HSBC Service Delivery
11. 12. 2024
Informacje o stanowisku

Technologies-expected : SQL Java Scala about-project : Independent Model Review (IMR) is a specialist quantitative group within the Risk department which independently validates HSBC’s models. Model types include Asset Management models, Economic Capital models, Financial Vulnerability Models, Global Markets Trading & Hedging models, Insurance Risk models, Retail Credit Risk models, Stress Testing and Scenario Analysis models, Traded Risk Models and Wholesale Credit Risk models. This includes the traditional model types as well as modern approaches such as machine learning (ML) and artificial intelligence. (AI) IMR has a significant and well-established Centre of Excellence in Krakow and we are now offering Internship opportunities for qualified Masters or Ph D students and graduates. During your time spent with HSBC you will have the opportunity to work as part of a Global Function within a Global Bank and to assist in the delivery of model appraisals. responsibilities : Working with large data sets, learning about financial data sources. Assessing the relevance and reliability of the mathematical models used by HSBC’s Systematic Trading Business. These trading algorithms cover the market-making, client execution and risk management activities across HSBC globally. Back testing and stress-testing analysis using statistical (data science) methodologies. Report findings and make recommendations. requirements-expected : Studying towards master’s or Ph D in one of the following areas: Computer Science, Physics/Mathematics/Statistics, Engineering discipline or Quantitative Finance. Strong programming skills (Python preferred). Expert knowledge in Statistics, Econometrics, AI/ML, stochastic processes. Research experience in modelling. Working knowledge of algorithms and data structures. Knowledge of database query languages (SQL, Java, Scala, q/KDB+) would be a plus. Strong communication skills in English (spoken and written) are essential. Ability to manage multiple stakeholders. offered : 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 remote work opportunities 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

  • Praca Kraków
  • Model Kraków
  • Model (zawód) Kraków
  • Kraków - Oferty pracy w okolicznych lokalizacjach


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