Analyst, MRM (Pricing MSS &PC) @ HSBC Technology Poland
(práce v Polsku)

Analyst, MRM (Pricing MSS &PC) @ HSBC Technology Poland

Polsko

What you need to have to succeed in this role

• Academic degree (BSc, MSc or PhD) in Mathematics, Physics, Econometrics, Statistics, Quantitative Finance or other related fields. 
• Programming skills – practical knowledge of one of the following: Python, R, C++, VBA. 
• Some experience in model validation, model development and/or quantitative research. 
• Knowledge of curve construction models, stochastic rates frameworks, copula/base-correlation credit models, and Greeks computation techniques. 
• Good Knowledge of statistical models. 
• Good written and verbal communication skills in English.

Some careers shine brighter than others.

If you’re looking for a career that will help you stand out, join HSBC, and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.

Your career opportunity

Do you have an analytical mind and like solving quantitative problems? Can you perform statistical analyses or spot a complex mathematical model weakness? Would you like to work in an international and supportive environment, and to learn industry best practices in one of the world’s largest banks? If so, your best match could be the Model Risk Management (MRM) team at HSBC Krakow!  MRM is a specialist, quantitative team responsible for independent validation/review of HSBC’s models.

The focus of this position is on Credit Derivatives pricing and Treasury Risk Management models, but the role holder may also get involved in reviews of other model types.

,[Model reviews (i.e. quantitative analysis and qualitative research with focus on model data, design, performance and implementation) to formulate opinions about their conceptual soundness and adequacy for intended usage., Documentation of conclusions and identified model limitations., Ensure models comply with regulatory requirements, such as Basel III guidelines, and internal risk management policies., Work closely with model developers and risk management teams to understand and mitigate model risk. , Provision technical support and guidance for junior team members.] Requirements: Python, R, C++, VBA, Quantitative research Additionally: 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.

Kategorie

data

Odpovědět na inzerát