Traded Risk Senior Analyst
- Employer
- HSBC Poland
- Location
- Kraków, Poland
- Salary
- competetive salary
- Closing date
- Jan 31, 2021
View more
- Job Function
- Risk Management
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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~~Job Profile:
• Conduct predominantly quantitative analysis and perform investigations as well as a dice-and-slice analysis into risk metrics with regards to market and counterparty risk
• Support risk managers with implementation, calculation, calibration and maintenance of risk measures
• Perform risk limit monitoring and provide guidance on limit breaches with appropriate escalation
• Generate ad hoc and bespoke risk reporting for senior management
• Identify improvements to infrastructure, including streamlining, standardising and globalising processes and reporting
Main Duties:
• Perform consolidated risk reporting and analysis of risk measures (sVaR, VaR, RNIV, etc) at different levels across Global Banking & Markets business for internal and external use
• Execute processes and provide analytic capability and support to the risk managers
• Identify and escalate issues to Risk Management through review and validation of risk data, controls and reporting
• Create consolidated management committee packs
• Support internal initiatives to deal with regulatory challenges as well as optimise the control framework of the Traded Risk function
• Assist with the delivery of Traded Risk projects
• Support the change delivery of risk systems at a global level across a project's lifecycle including providing requirement, assisting development and UAT testing
• Develop and implement new reports to improve risk visibility
• Act as a subject matter expert with respect to market/counterparty risk processes and create DIMs where appropriate
• Build and maintain relationships with key stakeholders including Risk Managers, Front Office, Global Markets Middle Office, Product Control, etc.
Requirements:
• University graduate in finance, mathematics, computer science or any other quantitative related degrees
• Preferably international financial/risk accreditation e.g. CFA, FRM, PRM
• 3+ years of relevant experience in banking e.g. Risk, Product Control, Front Office, Middle Office
• In-depth knowledge of financial markets, trading business, market risk measures
• Good understanding of key risk factors for products, risk sensitivities and how they are measured as well as risk management techniques and practice
• Previous exposure to risk calculations, systems, VaR, IRC, RWA reporting and regulatory framework
• Advanced knowledge of Microsoft Office is a must
• Desirable working knowledge of software/database development tools (VBA, Python, SQL, etc.)
• Strong interpersonal skills
• Excellent analytical and problem solving skills
• Self-starter, who can think proactively and able to work without constant supervision
• Strong eagerness to learn and grow along with the capacity to work collaboratively as a team
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
• Professional trainings
• 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
• Conduct predominantly quantitative analysis and perform investigations as well as a dice-and-slice analysis into risk metrics with regards to market and counterparty risk
• Support risk managers with implementation, calculation, calibration and maintenance of risk measures
• Perform risk limit monitoring and provide guidance on limit breaches with appropriate escalation
• Generate ad hoc and bespoke risk reporting for senior management
• Identify improvements to infrastructure, including streamlining, standardising and globalising processes and reporting
Main Duties:
• Perform consolidated risk reporting and analysis of risk measures (sVaR, VaR, RNIV, etc) at different levels across Global Banking & Markets business for internal and external use
• Execute processes and provide analytic capability and support to the risk managers
• Identify and escalate issues to Risk Management through review and validation of risk data, controls and reporting
• Create consolidated management committee packs
• Support internal initiatives to deal with regulatory challenges as well as optimise the control framework of the Traded Risk function
• Assist with the delivery of Traded Risk projects
• Support the change delivery of risk systems at a global level across a project's lifecycle including providing requirement, assisting development and UAT testing
• Develop and implement new reports to improve risk visibility
• Act as a subject matter expert with respect to market/counterparty risk processes and create DIMs where appropriate
• Build and maintain relationships with key stakeholders including Risk Managers, Front Office, Global Markets Middle Office, Product Control, etc.
Requirements:
• University graduate in finance, mathematics, computer science or any other quantitative related degrees
• Preferably international financial/risk accreditation e.g. CFA, FRM, PRM
• 3+ years of relevant experience in banking e.g. Risk, Product Control, Front Office, Middle Office
• In-depth knowledge of financial markets, trading business, market risk measures
• Good understanding of key risk factors for products, risk sensitivities and how they are measured as well as risk management techniques and practice
• Previous exposure to risk calculations, systems, VaR, IRC, RWA reporting and regulatory framework
• Advanced knowledge of Microsoft Office is a must
• Desirable working knowledge of software/database development tools (VBA, Python, SQL, etc.)
• Strong interpersonal skills
• Excellent analytical and problem solving skills
• Self-starter, who can think proactively and able to work without constant supervision
• Strong eagerness to learn and grow along with the capacity to work collaboratively as a team
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
• Professional trainings
• 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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