Market Risk Senior Quantitative Analyst Market Risk Senior Quantitative Analyst …

in Kraków, Malopolskie, Poland
Permanent, Full time
Be the first to apply
Competetive salary
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:

• 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 modelling 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.


• 2-4 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
• Programming experience (preferably in Pyhton); Excel and VBA skills are a pre-requisite
• Understanding of market risk measures (VaR, ES, PnL) and financial derivatives
• Professional qualifications such as FRM/PRM/CFA Levels are a plus
• Ability to work under pressure and to tight time-lines is essential
• 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

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