Senior Traded Risk Portfolio Analyst Senior Traded Risk Portfolio Analyst …

HSBC Poland
à Cracovie, Voïvodie de Petite-Pologne, Pologne
CDI, Plein-temps
Soyez parmi les premiers à postuler
competetive salary
HSBC Poland
à Cracovie, Voïvodie de Petite-Pologne, Pologne
CDI, Plein-temps
Soyez parmi les premiers à postuler
competetive salary
This is a role responsible for supporting a robust development and maintenance of traded risk stress testing models and methodologies. This role is a unique opportunity to join a team of quantitative analysts at the world’s leading bank.

Responsibilities:
• Assess and validate performance of traded risk stress testing models for CCAR/DFAST/PRA/EBA exercises
• Develop new traded risk stress testing models as required
• Understand features, assumptions and limitations of the models and undertake validation work
• Identify areas for improvements, automation and enhanced controls
• Document enhancements in accordance with the on-shore standards
• Articulate our stress testing 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
• Assist in internal stress testing exercise


Requirements:
• 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; any experience in market risk, counterparty credit risk or regulatory stress testing  is a plus
• Good understanding of statistics and linear algebra
• Strong experience with sophisticated tools for numerical analysis eg. Python (preferred), Matlab, R
• Prior experience of development and implementation of statistical risk models is a plus
• Good understanding of market risk measures (VaR, ES, PnL) and derivatives (Forwards/Futures, Options, Swaps)
• 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
• Ability to work in a diverse international team

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