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Aktualne oferty pracodawcyStress Testing Quantitative Analyst
HSBC Service Delivery (Polska) Sp. z o.o.O firmie
- Kapelanka 42A, 30-347 Kraków, PolskaKraków, małopolskie
- Ogłoszenie wygasło 2 miesiące temu
- Rekrutacja zdalna
- Umowa o pracę
- Pełny etat
- Specjalista (Mid / Regular)
HSBC Service Delivery (Polska) Sp. z o.o.
Kapelanka 42A
Kraków
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:
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.
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