Quantitative Analyst

  • Kraków, małopolskie pokaż mapę
  • Specjalista
  • 09.08.2018
  • Ważna jeszcze 18 dni (do 08.09.2018)

    Pracodawca ma prawo zakończyć rekrutację we wcześniejszym terminie.

    HSBC Service Delivery (Polska) Sp. z o.o. is a part of HSBC Holdings plc, the parent company of the HSBC Group, headquartered in London. The Group serves customers worldwide from over 6,300 offices in over 75 countries and territories in Europe, Asia, North and Latin America, and the Middle East and North Africa. HSBC is one of the world’s largest banking and financial services organisations. Currently, we are looking for a candidate for the position of:

    Quantitative Analyst
    Location: Kraków
    Ref No: GFC/QA/04/2018

    The Global Valuations Group (GVG) is a group within Global Markets Finance with representation in London, Paris, New York, Hong Kong and Dubai. GVG Analytics is a centralised 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.

     Main Duties:

    • Analysing the existing and working on new mathematical finance models in the areas of Interest Rates, Equity, Credit Risk, Liquidity and Stress testing,
    • Contributing to the GVG Analytics C++ Library,
    • Undertaking various quantitative and non-quantitative work within GVG Analytics, such as supporting users of Pegasus (an internal system built by GVG), running analysis, testing tools and interacting with various teams to assist with specific projects,
    • Working closely with colleagues in the GVG function, onshore GVG teams and stakeholders in London, Paris and other sites, actively engaging with other team members and contributing to team discussions.

    Requirements:

    • Strong analytical skills and a proactive approach to problem solving,
    • Knowledge of C++ (preferable), VBA or other programming languages,
    • Good derivatives knowledge (e.g. options, swaps) is desirable,
    • Masters / PhD in Quantitative Finance, Mathematics, Physics, Computer Science or Engineering discipline; candidates close to completion of their Masters studies can also be considered,
    • Financial/banking industry experience is an advantage (ideally in a role that provides exposure to financial modelling),
    • Knowledge in one or more of the following areas: Probability Theory, Pricing Models, Statistical Models,
    • Knowledge of SQL language is an advantage,
    • Fluency in English both spoken and written,
    • Good communication skills and willingness to learn.

    We offer:

    • Intellectually challenging job in professional and friendly team,
    • Training tailored to the needs of the employees, e.g. financial models, C++, etc,
    • Travel to London / Paris for training with onshore teams,
    • Brand new office with modern facilities, e.g. video conferencing, kitchens, game & relaxation rooms,
    • Occasional work from home is allowed, though not required,
    • The work environment of a start-up with added benefit of stability and diversity. HSBC is one of the world’s largest financial organisations with around 4,400 offices in 71 countries and more than 250,000 employees,
    • Attractive salary based on your professional experience and skills, private health care, employees’ benefits and discretionary performance based bonuses.

     

     

     

    To apply for this position please send your curriculum vitae in English including reference number, using "Apply now" button below.

    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: krakow.recruitment@hsbc.com