Quantitative Risk Model Developer

1 week ago


Kraków, Lesser Poland, Czech Republic HSBC Technology Poland Full time

Unlock your potential and excel in a challenging role as a Quantitative Risk Model Developer.

About the Role

This is a senior leadership position within our Global Risk Analytics (GRA) Traded and Operational (TnO) team. We are responsible for developing cutting-edge risk models that help identify, measure, and manage risk across HSBC.

The successful candidate will be part of a Krakow-based team and work closely with other GRA teams globally to develop and maintain robust risk models and methodologies.

Main Responsibilities
  • Develop and maintain advanced risk models for various asset classes, including credit, interest rates, equity, and FX.
  • Assess and validate model performance using real-world data.
  • Understand model features, assumptions, and limitations, and propose validation approaches.
  • Identify target market data and undertake validation activities.
  • Create new models to cover emerging risks and articulate modeling approaches to stakeholders.
Key Skills and Qualifications
  • Ph.D./M.Sc./Bachelor's degree in Quantitative Finance/Physics/Mathematics or related fields.
  • Strong experience in quantitative finance and risk modeling.
  • Sound understanding of financial mathematics, mathematical analysis, statistics, and linear algebra.
  • Knowledge of derivative products and their pricing.
  • Proficiency in Python programming language.
  • Excellent communication skills and ability to articulate complex ideas.
What We Offer
  • A dynamic and supportive work environment.
  • Ongoing training and professional development opportunities.
  • Collaborative teamwork and international projects.
  • Competitive salary and benefits package.


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