Senior Financial Analyst
11 godzin temu
HSBC Technology Poland is seeking a highly skilled Quantitative Modelling Expert to join their team.
The ideal candidate will have a solid background in Python programming and experience with large-scale financial or technical computations.
They will also have a good understanding of banking products such as Deposits, Savings, Lending, Credit Cards, and experience with financial markets, vanilla interest rate derivative pricing, bond products pricing, curve construction, hedging strategies and risk management.
Responsibilities will include developing prepayment/pipeline models for mortgage products to hedge the risk and assess the IRRBB risk metrics, as well as designing models supporting the Markets Treasury business and other functional Treasury teams where required.
Requirements:
- Python
- Risk Modelling
- Stress Testing
- Forecasting
- Communication skills
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