Quantitative Analyst

1 day ago

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

Company Overview: Global Finance 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 for mortgage products and assessing the Interest Rate Risk in the Banking Book (IRRBB) risk metrics.

About the Role:

  • Develop prepayment/pipeline models using statistical modelling and machine learning techniques to hedge the risk associated with mortgage products.
  • Design 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, formulate requisite analysis, and measure the impacts of model change.

Key Responsibilities:

  • Work together with Financial Engineering and IT teams to contribute in 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 the improvement of these models through assessment of impact, model validation, and helping document changes for internal and external use.
  • Understand both regulatory and business requirements, ensuring that the models are fit-for-purpose.
  • Be responsible for Model Life Cycle - starting from defining the objectives to model development/testing, model documentation, on-going model assessment and validation as well as internal & regulatory scrutiny.
  • Coordinate projects focusing on ensuring consistency across sites.
  • Identify areas for efficiency improvements, automation, and enhanced controls in existing processes.
  • Document proposed changes and agree with the onshore process team prior to implementation.
  • Document all process changes and improvements to reflect the latest process.
  • Be able to clearly explain model details to other areas of the bank in non-technical language and assisting in the on-going usage of these models in a day-to-day setting.

Requirements:

  • Python programming skills
  • Effective communication skills

Benefits:

  • Training budget
  • Private healthcare
  • Flat structure
  • International projects
  • Multisport card
  • Monthly remote work subsidy
  • Psychological support
  • Conferences
  • PPK option
  • Annual performance-based bonus
  • Integration budget
  • International environment
  • Small teams
  • Employee referral bonus
  • Mentoring
  • Workstation reimbursement
  • Company share purchase plan
  • Childcare support programme
  • Bike parking
  • Playroom
  • Shower
  • Canteen
  • Free coffee
  • Free beverages
  • Free parking
  • In-house trainings
  • In-house hack days
  • No dress code
  • Modern office
  • Knowledge sharing
  • Garden
  • Massage chairs
  • Kitchen

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