Market Risk Quant - Python Market Risk Quant - Python …

HSBC Poland
in Kraków, Malopolskie, Poland
Permanent, Full time
Be the first to apply
competetive salary
HSBC Poland
in Kraków, Malopolskie, Poland
Permanent, Full time
Be the first to apply
competetive salary
Global Risk Analytics (GRA) is a global team responsible for model design and management of broad classes of financial and operational risk at HSBC. We are tasked with setting standards and providing mission-critical, cutting-edge tools to help identify, measure and manage risk, as well as enhance an enterprise-wide compliance across HSBC. This is a role responsible for supporting a robust development and maintenance of market risk models and methodologies. This role is a unique opportunity to join a team of quantitative analysts at the world’s leading bank.

Key Accountabilities:

• Build, assess and validate performance of risk models using real world data
• Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation
• Identify areas for improvements, automation and enhanced controls
• Document enhancements in accordance with the on-shore standards
• Participate in ad hoc projects
• Articulate our modeling approach to internal and external stakeholders in a non-technical language
• Assist in the on-going application of the models in a business-as-usual risk management framework


• 1-4 years experience in roles involving quantitative finance
• Ph.D./M.Sc. candidate/holder in Physics/Mathematics/Quantitative Finace or related disciplines
• Strong analytical skills, good understanding of statistics, linear algebra, analysis
• Excel and VBA skills are a pre-requisite, experience in Python is highly valued
• Basics of risk measures (VaR, ES, PnL) and derivatives (Forwards/Futures, Options, Swaps)
• Professional qualifications such as FRM/PRM/CFA Levels are a plus
• Competent in the production of information, and the ability to process and analyse large data
• Open personality and effective written and oral communication skills in English
• Ability to work in a diverse international team

We offer:

• Long-term job in one of the largest banking and financial services organization in the world
• Interesting path of career in an international organization
• Language / Studies Reimbursement Scheme
• An environment where you will be given space to take ownership and accountability for your work
• A Team of professionals that will help you develop & succeed
• Exposure on all HSBC lines of business and markets
• Employees’ benefits: private medical and dental health care, Multisport Card, life insurance