- Kapelanka 42, 30-347 Kraków, PolskaKraków, małopolskie
- Ogłoszenie wygasło 15 dni temu
- Umowa o pracę
- Pełny etat
- Specjalista (Mid / Regular)
Product Control (PC) Analytics is a group within Global Markets Finance with representation in London, Kraków, Paris, New York, Hong Kong and Dubai. PC Analytics is a centralized specialist quantitative team dedicated to implementation and refinement of fair value adjustment methodologies, development and support of quantitative tools to enhance the control framework for Product Control, Market Risk Management and the business, ensuring methodologies are compliant with new regulations. The candidate will be joining a team of experienced quantitative analytics professionals with deep subject matter expertise.
- Development of existing and new mathematical finance models for Fair Value Adjustments (FVAs), including Credit Valuation Adjustment (CVA), Funding Valuation Adjustment, Bid-Offer reserve etc.
- Automation of FVA calculations through contribution to the PC Analytics C++ library.
- Maintenance of FVA models documentation.
- Close interaction with colleagues in the Product Control function, stakeholders in London, Paris and other sites, internal model review and governance functions.
- Strong analytical skills and a proactive approach to problem solving.
- Knowledge of C++ language, or at least some prior experience with it.
- Masters / PhD in Quantitative Finance, Mathematics, Physics, Computer Science or Engineering discipline; candidates close to completion of their Masters studies can also be considered.
- Knowledge in one or more of the following areas: Probability Theory, Pricing Models, Statistical Models, Data Science.
- Fluency in English both spoken and written.
- Good communication skills and willingness to learn.
Nice to have:
- Knowledge of SQL, Python, VBA or other programming languages. Experience with GitHub.
- Experience in machine learning techniques.
- Derivatives knowledge (e.g. options, swaps).
- Financial/banking industry experience (ideally in a role that provides exposure to financial modelling).
- Intellectually challenging job in professional and friendly team.
- Trainings, workgroups, development projects in innovative technologies, machine learning and financial markets areas
- Interesting path of career in an international organization.
- Private health care, employees’ benefits.
- Occasional work from home is allowed, though not required.
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.