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Treasury Quantitative Manager

eFinancialCareers
Job LocationLondon
EducationNot Mentioned
SalaryCompetitive salary
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent , full-time

Job Description

Some careers have more impact than others.If youre looking for a career where you can make a real impression, join HSBC and discover how valued youll be.Global Finance is integral to HSBCs purpose and strategy, playing a valued role in managing costs and deploying capital in the most effective way. Our global team of finance professionals partner with the business to provide trusted insights and forwardlooking analysis; accuracy; efficiency and control to frame and influence business decisions.We are currently seeking an ambitious individual to join our team as a Treasury Quantitative Manager, working together with colleagues to define, manage and achieve divisional business targets.Role PurposeThis is a role responsible for supporting the development and maintenance of models for more accurate treasury risk measurement and managementIn this role, you will:

  • Use statistical modelling and machine learning techniques to develop behavioural models for deposit products and prepayment models for mortgage products.
  • 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, on-going model assessment and validation as well as internal & regulatory scrutiny
  • Coordinate projects dedicated to ensure consistency across sites
RequirementsTo be successful in the role, you should meet the following requirements:
  • Academic background in a quantitative field such as Mathematics or Physics.
  • Qualification and Expertise in mathematics/ statistics/ machine learning algorithms.
  • Experience in designing behavioural models.
  • Solid background in object-oriented computer programming ideally in Python, preferably in large scale financial or technical computations
  • Good understanding of the Banking Book risks: IRRBB risk components and liquidity risks
  • Familiarity with financial assets and liabilities, with a preference for experience with asset pricing and metrics used to govern financial institutions, e.g. liquidity coverage ratios, balance sheet and capital ratios
  • Experience with financial markets, with a preference for vanilla interest rate derivative pricing, bond products pricing, curve construction, hedging strategies and risk management.
  • Relevant experience
Youll achieve more when you join HSBC.https://externalHSBC is committed to building a culture where all employees are valued, respected and opinions count. We take pride in providing a workplace that fosters continuous professional development, flexible working and opportunities to grow within an inclusiveand diverse environment. Personal data held by the Bank relating to employment applications will be used in accordance with our Privacy Statement, which is available on our website.Issued by The Hongkong and Shanghai Banking Corporation Limited.As a business operating in markets all around the world, we believe diversity brings benefits for our customers, our business and our people. This is why HSBC is committed to being an inclusive employer and encourages applications from all suitably qualifiedapplicants irrespective of ethnicity, religion, age, physical or mental disability/long term health condition, marital status, sexual orientation, gender identity, gender expression, genetic information (including characteristics and testing), military andveteran status, and any other characteristic protected by local law in the jurisdictions in which we operate. Within the work place you will have access to various employee resource groups which aim to promote and achieve a healthy work / life balance andsupport our diversity ambitions. HSBC has in place processes in order to avoid nepotism, which means to avoid creating circumstances in which the appearance or possibility of conflicts of interest may exist within the hiring process.

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