Senior Quantitative Analyst

1 tydzień temu


Kapelanka a Kraków, Polska HSBC Service Delivery Pełny etat

About HSBC Service Delivery

HSBC is a leading global bank serving customers worldwide. Our vision is to be one of the world's leading international banks.

Your Career Opportunity

We are seeking an experienced Senior Quantitative Analyst to join our Global Finance team in Treasury Analytics. This role will play a key part in building new, future-proof modelling solutions for mortgage products, focusing on risk assessment and IRRBB metrics.

Key Responsibilities

  1. Develop prepayment/pipeline models for mortgage products using statistical modelling and machine learning techniques.
  2. Create behavioural models for different products to assess IRRBB risk metrics.
  3. Design models supporting the Markets Treasury business and other functional Treasury teams.
  4. Build tools in Python to test proposed models, formulate analysis, and measure impacts of model change.
  5. Collaborate with Financial Engineering and IT teams to contribute to the development of the One Treasury Platform.
  6. Be involved in initiatives related to other Global Finance Analytics pillars: Forecasting, Flow Analytics, and Core calculations.
  7. Contribute to improving these models through assessment of impact, model validation, and documenting changes for internal and external use.
  8. Ensure models are fit-for-purpose by understanding regulatory and business requirements.
  9. Manage the Model Life Cycle from defining objectives to development/testing, documentation, ongoing assessment/validation, and internal/regulatory scrutiny.
  10. Coordinate projects to ensure consistency across sites, identify areas for efficiency improvements, automation, and enhanced controls.
  11. Document proposed changes and agree with the onshore process team prior to implementation.
  12. Document all process changes and improvements to reflect the latest process.
  13. Clearly explain model details to other areas of the bank in non-technical language, and assist in the ongoing usage of these models in a day-to-day setting.

Requirements and Qualifications

  • Academic background in a quantitative field such as Mathematics, Data Science, Econometrics, Engineering, Physics.
  • Solid background in Python programming, preferably in large-scale financial or technical computations.
  • 3+ years of relevant experience in analytics, preferably in Risk Modelling, Stress Testing, Forecasting, etc., for a Banking organization.
  • Effective communication skills, including experience speaking to technical and business audiences and working globally.
  • Good understanding of Banking Book risks: IRRBB risk components and liquidity risks.
  • Experience in designing behavioural models.
  • Familiarity with financial assets and liabilities, with a preference for experience with asset pricing and metrics used to govern financial institutions.
  • Experience with financial markets, with a preference for vanilla interest rate derivative pricing, bond products pricing, curve construction, hedging strategies, and risk management.

What We Offer

  • Estimated annual salary range: $120,000-$180,000
  • Annual performance-based bonus
  • Additional bonuses for recognition awards
  • Multisport card
  • Private medical care
  • Life insurance
  • One-time reimbursement of home office set-up (up to 800 PLN)
  • Corporate parties & events
  • CSR initiatives
  • Nursery discounts
  • Financial support with trainings and education
  • Social fund
  • Flexible working hours
  • Free parking

Recruitment Process

  1. Online behavioural test
  2. Telephone screen
  3. Job interview with the hiring manager

HSBC Service Delivery is committed to equality, diversity, and inclusion. We welcome applications from talented individuals worldwide.


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