Cypher Consulting Europe
Cypher Consulting Europe

Senior Treasury Risk Analyst (Hybrid)

Kraków, Poland (hybrid)
Compliance, Security

Are you someone with a knack for analytical thinking and a passion for tackling quantitative challenges? If so, the Model Risk Management Team in Krakow may be the perfect fit for you! Our team comprises Model Risk Stewards, Model Risk Governance, and Independent Model Review specialists, offering opportunities for individuals at various career stages. Regardless of your background in quantitative model validation, we welcome your application as we may have the perfect fit for you. Responsibilities include conducting independent model validations, performing qualitative and quantitative research, evaluating model assumptions and limitations, and quantifying model risk drivers. Requirements include an academic degree in relevant fields, programming skills, proficient English communication, and prior experience in quantitative research or model validation. Professional qualifications such as PRM, FRM, or CQF are beneficial.


- Develop and implement a comprehensive capital second line of defense program in collaboration with Global Treasury and Group and Regional Capital Risk Stewards to ensure effective measurement, monitoring, and management of capital.

- Independently review and challenge key Capital processes, including ICAAP, Recovery and Resolution Planning, and regulatory reporting, providing expert advice and guidance to Risk and Control Owners.

- Conduct detailed analysis of key capital processes and Management Information (MI) to draw insightful conclusions, contributing to effective review and challenge activities.

- Oversee the Assurance team's activities and review and challenge their capital assurance outputs to ensure robust risk management practices.

- Manage the Capital Risk and Control Library, including minimum control standards, with input from Risk Owners and Control Owners, and provide guidance on continuous monitoring expectations.

- Provide oversight of Regulatory Reporting Risk (RRR) for Capital, ensuring timely and accurate submission of reports and notifications to regulators.

- Review capital risk management policies, limits, standards, controls, metrics, and thresholds to ensure alignment with corporate standards approved by the Board and ALCO.

- Monitor changes in regulatory capital requirements and assess their impact on HSBC's risk appetite, while fostering relationships with stakeholders across Risk, Group Treasury, Markets Treasury, and front-line businesses.


  • Practical experience of capital risk management within a large international firm in either the first or second line of defence. Strong knowledge of capital regulations and reporting requirements as well as Capital planning and forecasting, Risk Appetite setting, Capital Stress Testing, ICAAP and Recovery Planning.
  • Advanced analysis techniques including experience of working / manipulating large data sets
  • Ability to interpret complex risk reports from multiple sources, identify key material risks and draw insightful conclusions
  • Advanced understanding of reporting requirements, data lineage, systems and architecture within a bank will be advantageous
  • Understanding of incoming regulatory directives impacting Treasury
  • Good communication and interpersonal skills
  • Team player, Ability to form strong working relationships
  • Strong organizational, control, project management, communication and negotiation skills

Now accepting candidates willing to relocate to Poland from within the EU!

Updated: 2 weeks ago
Job ID: 11370591
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Cypher Consulting Europe

1-10 employees
Technology, Information and Internet

Cypher Consulting Europe takes pride in its ability to deliver expert consultants across a wide spectrum of technologies and industry sectors.

  1. Senior Treasury Risk Analyst (Hybrid)