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Validation Analyst (Treasury models), Model Risk Management
  • Kraków
Validation Analyst (Treasury models), Model Risk Management
Kraków, Kraków, Lesser Poland Voivodeship, Polska
HSBC Service Delivery (Polska) Sp. z o.o.
10. 4. 2025
Informacje o stanowisku

Validation Analyst (Treasury models), Model Risk Management

Miejsce pracy: Kraków

Your responsibilities

  • We are looking for someone covering specifically Treasury models e.g. Prepayment Risk, Liquidity Risk, IRRBB (Interest Rate Risk on Banking Book), NII (Net Interest Income), EVE (Economic Value of Equity), Behavioural models, ALCM (Asset Liability and Capital Management).
  • Model reviews (i.e. quantitative analysis and qualitative research with focus on model data, design, performance and implementation) to formulate opinions about their conceptual soundness and adequacy for intended usage.
  • Documentation of conclusions and identified model limitations.
  • Ensure models comply with regulatory requirements, such as Basel III guidelines, and internal risk management policies.
  • Work closely with model developers, treasury, and risk management teams to understand and mitigate model risk.
  • Provision of technical support and guidance for junior team members.

Our requirements

  • Academic degree (BSc, MSc or PhD) in Mathematics, Physics, Econometrics, Statistics, Quantitative Finance or other related fields.
  • Programming skills – practical knowledge of one of the following: Python, R, C++, VBA.
  • experience in model validation, development and/or quantitative research is beneficial.
  • Basic knowledge of Treasury risk models, including Interest Rate Risk in the Banking Book (IRRBB), Prepayment and Liquidity Risk models.
  • Intermediate knowledge of statistical models.
  • Good written and verbal communication skills in English.

Optional

  • Professional qualifications (e.g. PRM, FRM, CQF).

What we offer

  • Remote work opportunities and flexible working hours.
  • Abundant technical and soft skills trainings by the best experts.
  • Refunding scheme for professional qualifications and relevant studies, language courses and personal development.
  • International and diversified team of professionals that will help you develop and succeed.
  • Exposure to all HSBC lines of business and markets.
  • Multiple employees’ benefits including private medical and dental health care, Multisport Card, and life insurance.

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

Do you have analytical mind and like solving quantitative problems? Can you perform statistical analyses or spot a complex mathematical model weakness? Would you like to work in an international and supportive environment, and to learn industry best practices in one of the world’s largest banks? If so, your best match could be the Independent Model Review (IMR) team at HSBC Krakow! IMR is a specialist, quantitative team within the wider Model Risk Management department, which is responsible for independent validation/review of HSBC’s models.

The focus of this position is on Treasury models, but the role holder may also get involved in reviews of other model types.

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 HSBCs 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.

  • Praca Kraków
  • Model Kraków
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