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If you’re looking for a career that will help you stand out, join HSBC, and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.

Your career opportunity

Global Risk Analytics (GRA) is a global team responsible for development of risk models for broad classes of financial and operational risks at HSBC. We are tasked with setting standards and providing mission-critical, cutting-edge tools to help identify, measure and manage risk, as well as enhance an enterprise-wide compliance across HSBC.

The GRA Traded, Treasury and Operational (TTOP) Risk Analytics team deals with risk models for measurement of trading book risks, treasury and liquidity risks as well as operational risk. Its focus are risk models used for Credit, Interest Rates, Equity and FX asset classes. This includes market risk, collateral risk, credit counterparty risk and stress testing models. The team is scattered across several hubs (in particular London, NY, Paris, Kraków and HK) and holds responsibility for development and First-line-of-Defense validation of these models. The team focuses on models used for risk reporting for the whole HSBC group and cooperates with regional GRA teams on matters related to local risk reporting.

This role is responsible for supporting of robust development and maintenance of risk models and methodologies that are under remit of the GRA TTOP team. The role is an internship role in Kraków-based team.

This role is a unique opportunity to join a team of quantitative analysts at the world’s leading bank.

What you’ll do

• Assess and validate performance of risk models using real world data.
• Understand features, assumptions and limitations of the models, propose a validation approach, identify. target market data and undertake validation.
• Identify areas for improvements, automation and enhanced controls.
• Document enhancements in accordance with the on-shore standards.
• Participate in ad hoc projects.
• Articulate our 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.

What you need to have to succeed in this role

• Ph.D/M.Sc./B.S. candidate/holder in Quantitative Finance/Physics/Mathematics or related disciplines
• Strong understanding of financial mathematics, mathematical analysis, statistics and linear algebra.
• Familiarity with risk measures, derivative products and their pricing.
• Good knowledge of Python programming language.
• Open personality and effective written and oral communication skills in English.

What we offer

• Competitive salary
• Annual performance-based bonus
• Additional bonuses for recognition awards
• Multisport card
• Private medical care
• Life insurance
• One-time reimbursement of home office set-up (up to 800 PLN).
• Corporate parties & events
• CSR initiatives
• Nursery discounts
• Financial support with trainings and education
• Social fund
• Flexible working hours
• Free parking

If your CV meets our criteria, you should expect the following steps in the recruitment process:

• Online behavioural test
• Telephone screen
• Job interview with the hiring manager

We are looking to hire as soon as possible so don’t wait and apply now!

You'll achieve more when you join HSBC.