Your responsibilities

Join one of the teams comprising MRM and actively work on one of the ongoing model validations.

Help in designing tests, analysis, and reports.

Become familiar with cutting-edge models and methodologies used in one of the world’s leading banks.

Support the Model Validation team as required.

Contribute to the success of the Model Risk Management team.

Our requirements

Master’s or Bachelor’s degree in a quantitative discipline like Financial Mathematics, Statistics, Econometrics, Quantitative Finance, Economics or Engineering.

Strong mathematical skills and confidence with quantitative analysis. Familiarity with at least one of the following: stochastic calculus, statistics, econometrics, probability theory, differential calculus.

Basic knowledge in one or more of the following areas is beneficial but not required: Stress Testing and Scenario Analysis models, Statistical Models, Traded Risk and Pricing Models, Algo Models Global Markets Trading & Hedging models, Asset Liability Models, Liquidity Models, Derivatives and Financial Products, Scorecard Models etc.

Familiarity with some statistical modelling software / programming language e.g. SAS, Python, R is appreciated but not required.

What we offer

Steep learning curve in the Model Risk.

Management team of one of the most complex banks in the world.

Hands on experience with real models in a real bank.

Top level coaching and mentoring.

Networking with highly accomplished professionals.

Understanding the HSBC Culture.