Senior Python Quant Developer
kraków
technologies-expected :
Python
Java
C++
about-project :
Global Risk Analytics (GRA) is a global team responsible for development of risk models for broad classes of financial and operational risks at HSBC. We are tasked with setting standards and providing mission-critical, cutting-edge tools to help identify, measure, and manage risk, as well as enhance an enterprise-wide compliance across HSBC.
The GRA Traded, Treasury and Operational (TTOP) Risk Analytics team deals with risk models for measurement of trading book risks, treasury, and liquidity risks as well as operational risk. Its focus are risk models used for Credit, Interest Rates, Equity and FX asset classes. This includes market risk, credit counterparty risk and stress testing models. The team is scattered across several hubs (London, NY, Paris, Kraków and HK) and holds responsibility for development and First-line-of-Defence validation of these models. The team focuses on models used for risk reporting for the whole HSBC group and cooperates with regional GRA teams on matters related to local risk reporting.
This role is responsible for working with TTOP Financial Engineering team. It consists of robust development and maintenance of our quantitative library consisting of risk models and methodologies that are under remit of the GRA TTOP team. The role is a senior role in Kraków-based team.
responsibilities :
Actively utilise tried and tested methods for managing the development of software.
Maintenance of technical documentation throughout prototyping and core development processes.
Collaborate with other developers, data analysts and modellers across other project streams.
Actively contribute to creating an open, collaborative problem-solving environment that is critical to rapid prototyping environment.
Articulate our modelling approach to our stakeholders in a non-technical language if required.
Assist in the on-going application of the models in a business-as-usual risk management framework.
Work with a degree of autonomy, dealing with complex technical information while still being able to provide judgment and clear direction.
Participate in ad hoc projects.
requirements-expected :
Demonstrated experience building and testing applications in a professional environment.
Experience developing applications using object-oriented programming language (Java, C++ or Python).
Knowledge of the more common design patterns.
Strong knowledge of testing principles.
Open personality and effective written and oral communication skills in English.
Experience with Agile environment with preferably some experience with continuous integration practices.
Understanding of financial mathematics, mathematical analysis, statistics, and linear algebra.
Experience in writing and reviewing methodology documents.
Professional qualifications such as FRM/CQF/PRM.
M.Sc./Bachelor holder in Computer Science/Physics/Mathematics or related disciplines.
offered :
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 events
CSR initiatives
Language classes
Financial support with trainings and education
Social fund
Flexible working hours
Free parking (Cracow office)
benefits :
sharing the costs of sports activities
private medical care
sharing the costs of professional training & courses
life insurance
flexible working time
integration events
corporate sports team
doctor’s duty hours in the office
retirement pension plan
corporate library
no dress code
video games at work
coffee / tea
parking space for employees
leisure zone
extra social benefits
employee referral program
opportunity to obtain permits and licenses
charity initiatives
family picnics
extra leave