Quantitative Modelling Expert
2 dni temu
**About Us**
HSBC Technology Poland aspires to be the best finance function in the financial services industry, delivering powerful insights to our customers, within the bank and externally.
We work as a seamless team to support HSBC's businesses to deliver our strategy. This role is focused on building new, future-proof modelling solutions.
This includes 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.
Key Responsibilities:
- Develop required behavioural models for different products to assess the IRRBB risk metrics.
- Use quantitative expertise to design models supporting the Markets Treasury business and other functional Treasury teams where required.
- Proactively build tools in Python to test the proposed models, to formulate requisite analysis and to measure the impacts of model change.
Requirements:
- Python
- Risk Modelling
- Stress Testing
- Forecasting
- Communication skills
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