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Analyst, MRM (Pricing MSS &PC)

HSBC Service Delivery (Polska) Sp. z o.o.

Kraków, Dębniki
Praca hybrydowa
Umowa o pracę
Umowa o pracę
🏠 Praca hybrydowa
Pełny etat

Your responsibilities

  • 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.

Our requirements

  • 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.

What we offer

  • Competitive salary

  • Annual performance-based bonus

  • Additional bonuses for recognition awards

  • Multisport card

  • Private medical care

  • Life insurance

  • One-time reimbursement of home office set-up (up to 800 PLN)

  • Corporate parties & events

  • CSR initiatives

  • Nursery discounts

  • Financial support with trainings and education

  • Social fund

  • Flexible working hours

  • Free parking

Wyświetlenia: 7
Opublikowana3 dni temu
Wygasaza 17 dni
Rodzaj umowyUmowa o pracę
Tryb pracyPraca hybrydowa
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