Credit Risk Model Developer

Czym będziesz się zajmować?

Responsibilities

• Develop quantitative credit-risk models for lending products, portfolio management, investment strategies and risk management.
• Develop, implement and maintain PD, LGD, EAD, PiT, IFRS9 ECL and stress-testing models.
• Monitor models, perform periodic reviews and support queries from Second Line of Defence, Audit and regulators.
• Deploy model changes and execute models for stress testing.
• Develop model standards, policies, methodologies, processes and governance.
• Automate manual processes and interpret regulatory requirements for model risk.
• Work with Compliance, Legal, Risk, Chief Control Office, senior management and Group Procurement.
• Ensure effective implementation of Basel III reforms across WPS portfolios.

Offer

• Monthly gross salary of 15,858-19,825 PLN and discretionary variable pay.
• Private medical care, life insurance, Multisport card, home-office setup reimbursement and cafeteria platform.
• Financial support for training and education, flexible working hours and free parking.
• Recruitment process: online behavioural test, telephone screen and interview with the hiring manager.

Kogo poszukujemy?

Key requirements

• Extensive financial-industry experience in credit risk modelling and regulatory compliance, including Basel III reforms.
• Proficiency in Python, SQL, R and SAS.
• Strong leadership, stakeholder relationship management, communication, presentation, influence and negotiation skills.
• Understanding of HSBC business dynamics and portfolio-management techniques.
• Ability to interpret regulatory requirements and identify and measure model risks.

Preferred

• Experience with wholesale or high-value retail portfolios.
• Experience in portfolio management, model-risk management and regulatory reporting.
• Advanced degree and certifications such as CFA, FRM or CQF.

Czego wymagamy?

2 lata doświadczenia na podobnym stanowisku

Znajomości

• Modelowanie ryzyka kredytowego
• Zarządzanie ryzykiem modelu
• Basel III
• Python
• SQL
• R
• SAS
• IFRS 9
• Testy warunków skrajnych
• Zgodność regulacyjna
• Zarządzanie interesariuszami

Mile widziane

• Zarządzanie portfelem

Języki

• Angielski

Jakie warunki i benefity otrzymasz?

• 15.9k-19.8k PLN brutto/m (Umowa o pracę)
• Umowa o pracę - Elastyczne godziny pracy (100%)
• Praca zdalna: Hybrydowo
• Budżet szkoleniowy
• Pakiet medyczny, Ubezpieczenie, Pakiet sportowy
• Parking

Kim jesteśmy? Opening up a world of opportunity for our customers, investors, ourselves and the planet.

We're a financial services organisation that serves more than 40 million customers, ranging from individual savers and investors to some of the world’s biggest companies and governments. Our network covers 58 countries and territories, and we’re here to use our unique expertise, capabilities, breadth and perspectives to open up a world of opportunity for our customers.

HSBC is listed on the London, Hong Kong, New York, and Bermuda stock exchanges.