Quantitative Modeller

2 weeks ago

Kraków, Lesser Poland, Czech Republic beBee Careers Full time €60,000 - €80,000

The Role of Quantitative Modeller

We are seeking a skilled quantitative modeller to join our team in developing innovative solutions for modelling and risk assessment. This role requires a strong background in mathematics, data science, and programming languages such as Python.

  • As a quantitative modeller, you will be responsible for designing and implementing statistical models to assess and mitigate risks in the financial industry.

Main Responsibilities:

  • Develop prepayment/pipeline models for mortgage products using statistical modelling and machine learning techniques.
  • Design behavioural models to assess IRRBB risk metrics.
  • Use Python to build tools for testing proposed models and formulating requisite analysis.
  • Collaborate with Financial Engineering and IT teams to develop the One Treasury Platform.

Key Requirements:

  • Academic background in a quantitative field such as mathematics, data science, or econometrics.
  • Solid background in Python programming and experience with large-scale financial computations.
  • 3+ years of relevant experience in analytics, preferably in the fields of risk modelling, stress testing, and forecasting.

Benefits and Perks:

  • A competitive salary and benefits package.
  • An opportunity to work on challenging projects and develop your skills.
  • A collaborative and dynamic work environment.
  • Opportunities for career growth and development.

About Us:

We are a leading financial institution committed to delivering powerful insights to our customers. Our team is dedicated to supporting HSBC's businesses and delivering our strategy. If you have a passion for quantitative modelling and risk assessment, we would love to hear from you

  • Familiarity with financial assets and liabilities, including asset pricing and liquidity ratios.
  • Experience with vanilla interest rate derivative pricing and bond products pricing.
  • Strong understanding of banking products, including deposits, savings, lending, and credit cards.

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