Senior Traded Risk Portfolio Analyst

Employer
HSBC Poland
Location
Kraków, Poland
Salary
competetive salary
Posted
Sep 17, 2020
Closes
Oct 17, 2020
Ref
8092563
Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
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

Similar jobs

  • Investment Analyst

    • London, United Kingdom
    • GBP45000 - GBP50000 per annum + Bonus + Benefits
    • Cameron Kennedy
  • Traded Risk Senior Analyst

    • Kraków, Poland
    • competetive salary
    • HSBC Poland
  • Risk Advisory Consultant

    • Brussels, Belgium
    • A competitive salary + benefit package
    • Finalyse

Similar jobs

  • Investment Analyst

    • London, United Kingdom
    • GBP45000 - GBP50000 per annum + Bonus + Benefits
    • Cameron Kennedy
  • Traded Risk Senior Analyst

    • Kraków, Poland
    • competetive salary
    • HSBC Poland
  • Risk Advisory Consultant

    • Brussels, Belgium
    • A competitive salary + benefit package
    • Finalyse