Financial Modelling Expert for Mortgage Products

4 days ago


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

About Us

Global Finance at HSBC Technology Poland aims to be the leading finance function in the financial services industry, delivering valuable insights to our customers and stakeholders. Our team works collaboratively to support HSBC's businesses in achieving our strategy.

Your Career Opportunity

We are seeking a skilled Financial Modelling Expert to join our team, focusing on building new, future-proof modelling solutions for mortgage products. This role involves developing prepayment/pipeline models to hedge risk and assess IRRBB metrics.

Main Responsibilities

  • Design and implement statistical models using machine learning techniques to develop prepayment/pipeline models for mortgage products.
  • Develop behavioural models to assess IRRBB risk metrics.
  • Work with Financial Engineering and IT teams to contribute to the development of the One Treasury Platform.
  • Be involved in initiatives related to other Global Finance Analytics pillars: Forecasting, Flow Analytics, and Core calculations.
  • Contribute to model improvement through assessment of impact, model validation, and documentation.

Key Skills and Qualifications

  • Strong 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.
  • Open personality and effective communication skills, including experience speaking to technical and business audiences.
  • 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

  • A dynamic work environment with opportunities for growth and development.
  • A comprehensive benefits package, including training budget, private healthcare, and international projects.
  • The chance to work with a diverse team of professionals and contribute to the success of HSBC Technology Poland.


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