Treasury Quantitative Analyst – Analytics, Digital & Architecture (ADA)
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Analytics, Digital & Architecture (ADA) is a recently established function within Global Finance and is the pioneering force shaping the future of Analytics and driving Innovation to deliver insights that empower strategic decision making, enhance operational efficiency and reduce operational risk within Global Finance.
In this role you will:
- Use statistical modelling and machine learning techniques to develop prepayment/pipeline models for mortgage products in order to hedge the risk and assess the IRRBB risk metrics.
- Develop the required behavioural models for different products in order to assess the IRRBB and the liquidity risk metrics.
- Use the quantitative expertise to design models supporting the Markets Treasury business and other functional Treasury teams where required.
- 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.
- Proactively build tools in Python to test the proposed models, to formulate requisite analysis and to measure the impacts of model change.
- Be responsible for Model Life Cycle - starting from defining the objectives to model development/testing, model documentation, ongoing model assessment and validation as well as internal & regulatory scrutiny.
To be successful in this role you should meet the following requirements:
- Expertise in mathematics/statistics/machine learning algorithms.
- Experience in designing and developing behavioural models.
- Prior experience of Python Coding is essential to be considered.
- Ability to communicate and engage with Stakeholders at a Senior level.
- Good understanding of the Banking Book risks: IRRBB risk components and liquidity risks.
- Academic background in a quantitative field such as Mathematics or Physics would be preferred.
- Ability to analyse and utilise complex data to solve problems.
This role is based in London, Hybrid.
Being open to different points of view is important for our business and the communities we serve. At HSBC, we’re dedicated to creating diverse and inclusive workplaces - no matter their gender, ethnicity, disability, religion, sexual orientation, or age. We are committed to removing barriers and ensuring careers at HSBC are inclusive and accessible for everyone to be at their best. We take pride in being a Disability Confident Leader and will offer an interview to people with disabilities, long-term conditions or neurodivergent candidates who meet the minimum criteria for the role.
If you have a need that requires accommodations or changes during the recruitment process, please get in touch with our Recruitment Helpdesk.
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