Informacje o stanowisku

Intern, MRM

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

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 (2LoD) 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.

What you’ll do

• Contributing to model validation and testing activities.
• Preparing data sets in readiness for validation activities.
• Support the Model Validation team as required.
• Contribute to management, regulatory, and external confidence in all models used across the group.

What you need to have to succeed in this role

• Knowledge in one or more of the following areas: Stress Testing and Scenario Analysis models, Traded Risk and Pricing Models, Global Markets Trading & Hedging models, Asset Liability Models, etc.
• Knowledge of statistical model and scorecard development techniques.
• Knowledge of Risk models, performance metrics and risks and associated issues.
• Some knowledge of internal procedures and local regulations and those of other country regulators would be an advantage.
• Experience with some statistical modelling software / programming language e.g. SAS, Python, R, Matlab, C++, VBA.
• Experience of developing and reviewing models throughout the customer lifecycle.
• Experience of conducting independent model reviews is beneficial.
• Master’s or PhD degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering.

What we offer

• Steep learning curve in the Model Risk.
• Management team of one of the most complex banks in the world.
• Hands on experience with real models in a real bank.
• Top level coaching and mentoring.
• Networking with highly accomplished professionals.
• Understanding the HSBC Culture.

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!

Youll achieve more when you join HSBC.

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