GSC: AVP/Lead AVP/Senior AVP, MRM AI CoE

HSBC; Polska; On-site; PLN 70,000 - 90,000; Full time

Job summary

A global banking institution in Poland is seeking an experienced professional for the Model Risk Management (MRM) team. The role involves monitoring AI developments, validating AI tools, and ensuring compliance with model risk policies. Candidates should have a Master's or PhD in a quantitative field and experience with Python and AI technologies. The role offers performance bonuses and flexible working hours. Join a dynamic team dedicated to improving risk management practices.

Benefits

Annual performance-based bonus

Home office reimbursement

Nursery discounts

Financial support for training

Qualifications

• Master’s or PhD in a relevant quantitative field.
• Experience in building or validating AI products.
• Deep understanding of AI and associated mathematics.

Responsibilities

• Monitor AI developments and challenges for emerging risks.
• Undertake validation activities as per Global Model Risk Policy.
• Identify opportunities to improve internal MRM processes.

Skills

Understanding of AI models and algorithms

Experience with Python libraries (PyTorch, TensorFlow)

Ability to promote risk control culture

Expertise in data cleaning and feature engineering

Education

Master’s or PhD in a quantitative discipline

Tools

Python

PyTorch

TensorFlow

scikit-learn

Job description

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

Model Risk Management (MRM) at HSBC is structured as a global function, headed up by the Chief Model Risk Officer (CMRO). MRM are the second line of defence (2LoD) for Model Risk and the CMRO is the global Model Risk Steward for the group and is also accountable for the global operation of the MRM function. MRM teams are based in each region, to ensure local subject matter expertise and to guide, review, and challenge. MRM activity is managed on a global basis as many models are used in multiple locations. This enables MRM to operate consistently and efficiently globally, and to take account of additional local regulatory requirements.

The MRM AI COE is a team within IMR comprising AI specialists which provides leadership, standards, coordination, and subject matter expertise for all AI activities across MRM, including validation, to ensure MRM’s treatment of AI throughout the model lifecycle is effective, efficient, consistent and current. They work with the Infrastructure Team to advance the adoption of AI tools and techniques throughout MRM's internal processes.

What you’ll do

• Monitor academic, industry and internal HSBC developments in AI tools, techniques and ways of working to support a forward-looking agenda for emerging risks and challenges that ERM and the Bank may face, and ensure MRM’s approach to AI remains effective, efficient and up to date.
• Undertake AI related model validation activities as dictated by the Global Model Risk Policy including the assessment of; model inputs, calculations, reporting outputs, conceptual soundness of the underlying theory and the suitability of the use for its intended purpose, relevance and completeness of data, qualitative information and judgements, documentation, and implementation of the model.
• Identify opportunities to use AI tools and techniques to improve internal MRM processes.
• Adapt or refine existing AI tools to enable their use for internal MRM processes.
• Provide written reports detailing the results of validations highlighting issues identified during the validation.
• Validate remediation activities completed by the ILOD to ensure appropriate resolution of identified issues.
• Work with relevant stakeholders to support the embedding of new Global Model Risk Policies and Procedures
• Provide model users, model owners, senior management, audit, and regulators (across 1LOD, 2LOD, 3LOD) with confidence that the models and tools developed, maintained, and used within the Group are compliant with internal and regulatory expectations and fit for the intended purpose.
• Help build management, regulatory, and external confidence in all models used across the group

What you need to have to succeed in this role

• Master’s or PhD degree in a quantitative discipline like Science, Engineering, Mathematics, Statistics, Quantitative Finance, or Engineering.
• Data Scientist relevant experience in building or validating AI products.
• Deep understanding of AI models, algorithms and the associated mathematics.
• Experience with Python, including the main libraries used for data science and AI (e.g. PyTorch, TensorFlow, scikit-learn).
• Knowledge of the risks associated with developing, deploying and using AI in large commercial organizations.
• Knowledge of the regulatory landscape for AI and ability to access the impact of proposed changes in these regulatory rules to the bank.
• Knowledge of AI research, methodologies and techniques, particularly General Purpose AI, Deep Neural Networks, Agentic AI frameworks and statistical analysis (Variable Reduction, Feature engineering) with Supervised and Unsupervised machine learning algorithms.
• Expertise with data cleaning, feature engineering, and data normalization techniques.
• Active interest in the latest tools and ways of working linked to AI, with the ability to apply this knowledge in a flexible way adapting to varied circumstances across HSBC.
• Ability to promote a strong risk control culture and continually improve risk awareness.
• Ability to develop networks with key stakeholders.
• Providing advice and challenge, delivering risk management policies and managing risks and controls.

What we offer

• Annual performance-based bonus
• Additional bonuses for recognition awards
• One-time reimbursement of home office set-up (up to 800 PLN).
• Nursery discounts
• Financial support with trainings and education
• Flexible working hours

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

• Online behavioural test (for external candidates only)
• Telephone screen (for external candidates only)
• 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.

We thank all interested candidates for their applications. We reserve the right to contact only selected candidates.

Applications sent to us will be taken into consideration only if they include the following statement:

“I hereby declare that I have familiarized myself with the Privacy Statement for Applicants published at http://www.about.hsbc.pl/careers and I hereby give consent for personal data included in my application to be processed for the purposes of recruitment in HSBC Service Delivery (Polska) Sp. z o. o. according to rules described in the Privacy Statement for Applicants, as per the Regulation (EU) 2016/679 of the European Parliament and of the Council of 27 April 2016 on the protection of natural persons with regard to the processing of personal data and on the free movement of such data, and repealing Directive 95/46/EC (GDPR).”

In case you would like to resign from participation in recruitment process or withdraw previously sent to us application, please email us at: [e-mail]

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