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The role has been created primarily to provide high-quality programming bandwidth into Financial Engineering unit within Global Risk Analytics (GRA). The AVP Financial Engineering will contribute to all aspects of programming work—within potentially several prototyping teams—in the construction and testing of analytic platforms. The role requires a high degree of flexibility as projects will require the Model developer to alternate rapidly between two very different operating modes: a. rapid prototyping in the construction of proof-of-concept platforms. b. development of polished software platforms for use in the business. The role will be instrumental in the accelerated development of prototypes that could materially influence the process of risk analysis and risk measurement at HSBC. The creation of the role coincides with the establishment of a dedicated research and development (R&D) unit called Financial Engineering. The new platforms and methods created by this unit will (1) substantially improve the consistency of risk model development across HSBC; (2) streamline the operational profile of model development projects (reducing costs and time); (3) reduce the risk of project failure; and (4) dramatically improve the model deployment process. The unit will provide a reference point for the exploration of advanced methods for other teams in GRA. The unit will foster innovation in risk measurement and prototype modern processes of model development. The development of this role, and R&D unit, will position HSBC as a leading research house for the modernisation of risk analytics within the banking sector.
Job Responsibility:
Provide high-quality programming bandwidth into Financial Engineering unit within Global Risk Analytics (GRA)
Contribute to all aspects of programming work in the construction and testing of analytic platforms
Alternate between rapid prototyping in the construction of proof-of-concept platforms and development of polished software platforms for use in the business
Collaborate with other developers, data analysts and modellers across other project streams
Actively contribute to creating an open, collaborative problem-solving environment
Requirements:
MSc or PhD in a technical field such as Computer Science, Mathematics, Physics, Operational Research and/or Information Systems (Informatics)
Senior experience in building, and testing applications in a professional environment in Python
Some experience programming in a mathematical or engineering technical environment (such as MATLAB)
Knowledge of the more common design patterns
Strong knowledge of testing principles
Some experience developing in an Agile environment with preferably some experience with continuous integration practices
Familiarity with algorithms for capturing and processing large datasets (i.e. Map/Reduce)
Nice to have:
Substantive and consistent experience developing applications using an object-oriented programming language (e.g. Java, C++, C#, or Python)
What we offer:
Additional bonuses for recognition awards
Multisport card
Private medical care
Life insurance
One-time reimbursement of home office set-up (up to 800 PLN)