TnO GRA – AI

• 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.
  
• Familiarity with Machine Learning techniques such as Deep Neural Networks, LSTM et.c.
  
• Open personality and effective written and oral communication skills in English.

Nice to have:

• Knowledge of Bloomberg.
  
• Experience in writing and reviewing methodology documents.
  
• Professional qualifications such as FRM/CQF/PRM.

Some careers shine brighter than others.
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 and Operational (TnO) 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, 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 TnO team with focus on AI applications. The role is an internship role in Kraków- based team.

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
  
• Financial support with trainings and education
  
• Nursery discounts
  
• Social fund
  
• Flexible working hours
  
• Free parking

,[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.] Requirements: Python, Machine learning, Ph.D/M.Sc./B.S. candidate, financial mathematics, mathematical analysis, statistics, Machine Learning, Deep Neural Networks, LSTM, Bloomberg, FRM, CQF, PRM Additionally: Training budget, Private healthcare, Flat structure, International projects, Multisport card, Monthly remote work subsidy, Psychological support, Conferences, PPK option, Annual performance based bonus, Integration budget, International environment, Small teams, Employee referral bonus, Mentoring, Workstation reimbursement, Company share purchase plan, Childcare support programme, Bike parking, Playroom, Shower, Canteen, Free coffee, Free beverages, Free parking, In-house trainings, In-house hack days, No dress code, Modern office, Knowledge sharing, Garden, Massage chairs, Kitchen.

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