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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 and Operational (TnO) Risk Analytics team deals with risk models for measurement of trading book 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, New York, Paris, Kraków and Hong Kong) and holds responsibility for development and First-line-of-Defense 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 TnO team. The role is an internship role in Kraków-based team.
It is a unique opportunity to join a team of quantitative analysts at the world’s leading bank.
What you’ll do
Build, assess and validate traded 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. in Quantitative Finance/Physics/Mathematic/ Software Engineering/ Economics 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
Three months paid internship in a professional team and international environment.
Training and introduction to the Traded Risk activities/models.
Consistent scope of responsibilities and guidance.
Flexible working arrangement (part time, working from home).
Interesting path of a career in an international organization.
Outstanding interns are offered permanent roles after completion.
If your CV meets our criteria, you should expect the following steps in the recruitment process:
Zoom 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.
Internship
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