Head of Cybersecurity Risk Quantification

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Your career opportunity

The Head of Cybersecurity Risk Quantification will form part of the CSA Data Insight & Visualisation Team, joining a global team of data engineers, data visualisation professionals’ analysts from diverse backgrounds. As Head of Cybersecurity Risk Quantification at HSBC you will play a critical role in shaping our cybersecurity strategy, partnering with key stakeholders across IT, operations, compliance, and risk management.

The Head of Cybersecurity Risk Quantification will be responsible for leading our cybersecurity risk quantification initiatives, ensuring that the organization’s risk posture is clearly understood, measurable, and actionable. You will apply cutting-edge probabilistic risk assessment methodologies, lead a talented team of risk professionals, data scientists, threat hunters and data engineers, and drive the development of innovative risk models that enhance our ability to forecast and mitigate cybersecurity risks.

What you’ll do

• Lead and mentor a high-performing, multidisciplinary team of cybersecurity risk professionals, including data scientists, threat hunters, and data engineers.
• Collaborate with executive leadership to integrate quantitative risk insights into enterprise risk management frameworks and decision-making processes.
• Present findings and recommendations to senior leadership in a clear, data-driven manner.
• Act as a key advisor to the regional and business lines on emerging cybersecurity risks and their quantifiable impacts.
• Oversee the integration of diverse datasets (threat intelligence, financial data, logs etc.) to enhance risk assessment accuracy.
• Supervise the development and optimization of Python-based libraries and tools for cybersecurity risk modelling.
• Design and implement probabilistic risk assessment models to quantify cybersecurity threats, vulnerabilities, and impacts on the organization using advanced statistical techniques.

What you need to have to succeed in this role

• Leadership experience with a proven track record of mentoring and growing technical teams.
• Extensive experience in quantitative risk modelling in a regulated industry or in actuarial sciences.
• Degree in math, physics, statistics/data science, computer science, or a related engineering field.
• Proven experience in quantitative modelling of non-financial risks, using probabilistic risk assessment techniques such as decision trees, fault trees, Bayesian Networks, Markov Decision Processes (MDPs) and Structured Scenario Analysis including Monte Carlo simulations or similar.
• Experience in Operational Risk modelling in the financial services industry is preferred, but experience in the engineering industry will also be recognized.
• Hands-on experience in developing decision analysis models.
• Strong experience in developing complex numerical solutions using Python.
• Advanced statistical and data analysis skills are essential.
• Proven experience in deploying Machine Learning models into production, with strong familiarity with best MLOps practices.
• Hands-on experience with data engineering tools preferably Spark, Lakehouse architecture, and Databricks.
• Knowledge of good software engineering practices.

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
• 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.