Oferta pracy

Stress Testing Quantitative Analyst

HSBC Service Delivery (Polska) Sp. z o.o.O firmie

HSBC Service Delivery (Polska) Sp. z o.o.

Kapelanka 42A


HSBC Service Delivery (Polska) Sp. z o. o. is a part of the HSBC Group. Headquartered in London, HSBC is one of the largest banking and financial services organizations in the world. HSBC's international network comprises around 6,900 offices in over 84 countries and territories in Europe, the Asia-Pacific region, the Americas, the Middle East and Africa. HSBC provides a comprehensive range of financial services to around 60 million customers. We are looking for candidates for the position of:

Stress Testing Quantitative Analyst

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.

Key Accountabilities:

  • Development of existing and new mathematical finance models for Stress Testing of Fair and Prudential Valuation Adjustments.
  • Automation of execution and validation of Stress Testing results through contribution to the PC Analytics Python library.
  • Preparation of regulatory Stress Testing submissions including accompanying documentation
  • Close interaction with colleagues in the Product Control function, stakeholders in London, Paris and other sites, internal model review and governance functions.

Required skills:

  • Strong analytical skills and a proactive approach to problem solving.
  • Knowledge of Python language (preferable), or willingness to learn 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, R 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).

We offer:

  • 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.

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: [email protected]

Ogłoszenie archiwalne

Pracodawca zakończył zbieranie zgłoszeń na tę ofertę

Aktualne oferty pracodawcy