Yes, it's recomanded to create 2 QVD files, if data for finance and HR isn't same or doesn't have same structure.
A QVD (QlikView Data) file is a file containing a table of data exported from Qlik Sense. QVD is a native Qlik format and can only be written to and read by Qlik Sense or QlikView. The file format is optimized for speed when reading data from a script but it is still very compact. Reading data from a QVD file is typically 10-100 times faster than reading from other data sources.