Traded Risk Stress Testing Analyst Traded Risk Stress Testing Analyst …

HSBC Poland
à Cracovie, Voïvodie de Petite-Pologne, Pologne
CDI, Plein-temps
Dernière candidature, 04 août 20
competetive salary
HSBC Poland
à Cracovie, Voïvodie de Petite-Pologne, Pologne
CDI, Plein-temps
Dernière candidature, 04 août 20
competetive salary
The Traded Risk Team is one of the teams within Wholesale and Market Risk, that reports directly to the Group CRO and is responsible for the approvals, policies, portfolio management and reporting on the Group’s Wholesale and Market Risk exposures. The purpose of the role is to provide a technical and expert knowledge/skills to the stress testing teams across sites and ensures the integrity of different risk systems with the objective of assuring the completeness and correctness of the reported stress testing risk numbers.

Accountabilities:

• Regulation:
o Support the preparation for the yearly regulatory exercises, oversight of the production of stress results and aggregate and generate reports to analyse risk before results are submitted to the regulators.
o Support the WMR stress testing teams for the management and the delivery of responses to regulatory queries following enterprise-wide stress exercises.
• On-going risk management:
o Support the production of group stress testing reports for internal risk management purpose.
• Act as subject matter expert on Stress Testing and must meet expectations of high standards for delivery to senior management and regulators.
• Management and monitoring of stress testing scenarios for Market risk and Counterparty credit risk.
• Evaluating risk factors with a view of global economic perspective.
• Support to Regulatory stress testing teams to update systems, EUCs and delivery change as per the requirements.
• Analysis and reporting of market risk calculations to traders, risk managers, senior management and regulators
• Management of market data and generation of risk model parameters such as VaR, PFE, EEPE
• Analysis and rating of country risk where HSBC has any exposure
• Review, validation and improvement of risk calculation and management models
• Collation of Risk related MI and preparation of Stress Testing and Reverse stress testing governance committee packs
• Work with global business and regional businesses to improve existing models, write requirements for new models and conduct UAT

Requirements & Skills & Experience:

• 4 - 7 years’ experience in financial services
• Experience in risk reporting
• Previous stress testing experience (preferable
• Very good knowledge and working experience of analysing financial risk products and their movements
• Proficient in VBA-Excel
• Good knowledge of financial markets
• Strong understanding of market risk and counterparty risk concepts
• Masters in Finance/Econometrics/Quants
• PRM/FRM will be preferred

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

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