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Assistant vice president (infrastructure), model risk management
  • Kraków
Assistant vice president (infrastructure), model risk management
Kraków, Kraków, Lesser Poland Voivodeship, Polska
HSBC Service Delivery
11. 12. 2024
Informacje o stanowisku

Technologies-expected : Jira Confluence about-project : Model Risk Management (MRM) at HSBC is structured as a global function, headed up by the Chief Model Risk Officer (CMRO). The MRM function reports directly to the Group Chief Risk and Compliance Officer (GCRCO) ensuring its independence from the model developing and owning areas of the firm. MRM are the second line of defence (2 Lo D) for Model Risk and the CMRO is the global Model Risk Steward for the group and is also accountable for the global operation of the MRM function. MRM teams are based in each region, to ensure local subject matter expertise and to guide, review, and challenge. MRM activity is managed on a global basis as many models are used in multiple locations. This enables MRM to operate consistently and efficiently globally, and to take account of additional local regulatory requirements. Infrastructure is a specialist technical role within the Model Risk Management team responsible for delivery of infrastructure and reporting capability used across all geographies, business and functions to support the effective management of model risk. The team caters to both strategic and operational aspects of managing model risk and enforces Model Risk Policies through technology across the group. They are responsible for reporting production across Model Risk Management including dashboard developments, data retrieval and quality updates, model inventory reporting and attestation tracking, data visualisation and analytics, Model Risk Management data and systems management, and systems and technology enhancements. responsibilities : Responsible for ownership and delivery of a scalable data-model aggregating model risk systems critical data elements and ensuring data views are prepared and available to support solution delivery & associated ad-hoc business requirements. Support the delivery of the Model Risk Risk Appetite Statement (RAS) reporting for HSBC Group Board, HSBC Group Chief Risk Officer and the Chief Model Risk Officer, ensuring that reporting is BCBS239 compliant. Deliver timely and accurate reports and solutions to support the management of model risk. Support the production of high-quality Business Requirement Documents for all aspects of model risk system. Provide model risk reporting dashboards and relevant management information for internal and external communication support including reporting for board, committee and senior management, and engagement with Internal Audit and other key stakeholders. Analyse model risk reports to identify changes and trends in model risk profile and policy adherence. Support analytical and highly quantitative change projects to enable 1 LOD to manage model risk efficiently and effectively. Suggest enhancements to processes and reporting to drive efficiency across the model life cycle. requirements-expected : Master’s or Ph D degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering. Knowledge of the following tools Open Pages, Cognos, Tableau, Share Point, JIRA and Confluence. Knowledge of Qlik Sense, Tableau, Alteryx will be an asset. Excellent knowledge of Microsoft Excel and the ability to work with large data sets is mandatory. Comprehensive knowledge of Agile delivery management methodology. Strong understanding of model development or model risk management processes. Strong understanding of the product development lifecycle. Professional experience in risk analytics in financial domain would be preferable. Strong Business Analysis experience through lifecycle (user story creation, test management, user training & comms) Experience of working in a mature Agile delivery pattern. Experience to be able to identify and implement process improvements. 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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