HRO Recruitment is a Human Resources service provider operating under number 6696. We are working as a recruitment provider searching on our Clients behalf for a person in the following role:
Independent Model Review - Junior Analyst
Location: Cracow
Independent Model Review (IMR) is a specialist quantitative group within the Risk department which independently validates HSBC’s models.
Model types include Derivatives Pricing, Asset Management, Algorithmic Trading, Economic Capital, Financial Vulnerability, Global Markets Trading & Hedging, Insurance Risk, Retail Credit Risk, Stress Testing and Scenario Analysis, Traded Risk and Wholesale Credit Risk models. This includes the traditional model types as well as modern approaches such as machine learning (ML) and artificial intelligence (AI).
IMR is currently seeking candidates at Junior Analyst level to join their established team in Krakow.
Key Accountabilities:
• Comprehensive model reviews to assess conceptual soundness, data integrity, performance, implementation and adherence to regulatory and/or internal requirements under direct supervision of experienced colleagues
• Documentation of conducted assessments and findings in thorough review reports including recommendations for model improvements under direct supervision of experienced colleagues
Requirements:
• Masters Graduate in one of the following areas: Quantitative Finance, Mathematics, Economics or Engineering discipline,
• Strong technical background and interest in analytics / modelling,
• Good communication skills and strong command of English (spoken and written),
• Experience in working with financial markets / banking industry (ideally in modelling or model validation field) would be an asset
We offer:
• The opportunity to be part of a leading Centre of excellence where a dynamic learning environment thrives career-path in an international organization,
• Private health care, employees’ benefits.
