Risk Analytics Specialist

2 dni temu


Kraków, Lesser Poland HSBC Technology Poland Pełny etat

As a Senior Financial Analyst at HSBC Technology Poland, you will play a key role in building new, future-proof modelling solutions.

 

The role involves using statistical modelling and machine learning techniques to develop prepayment/pipeline models for mortgage products to hedge the risk and assess the IRRBB risk metrics.

 

You will also be responsible for developing required behavioural models for different products to assess the IRRBB risk metrics.

 

In addition, you will use your quantitative expertise to design models supporting the Markets Treasury business and other functional Treasury teams where required.

 

To succeed in this role, you will need to have strong communication skills and be able to clearly explain model details to other areas of the bank in non-technical language.

 

Key Skills:

  • Python
  • Risk Modelling
  • Stress Testing
  • Forecasting
  • Communication skills


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