Senior Analyst, HSBC

HSBC

Location:
Poland, Krakow

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

Global Finance aspires to be the best finance function in the financial services industry, delivering powerful insights to our customers, within the bank and externally. We work as a seamless team to support HSBC’s businesses to deliver our strategy. This role is focused on building new, future-proof modelling solutions.

Job Responsibility:

Use statistical modelling and machine learning techniques to develop prepayment/pipeline models for mortgage products to hedge the risk and assess the IRRBB risk metrics
Develop the required behavioural models for different products to assess the IRRBB risk metrics
Use the quantitative expertise to design models supporting the Markets Treasury business and other functional Treasury teams where required
Proactively build tools in Python to test the proposed models, to formulate requisite analysis and to measure the impacts of model change
Work together with Financial Engineering and IT teams to contribute in the development of the One Treasury Platform
Be involved, whenever required, in the initiatives related to the other Global Finance Analytics pillars: Forecasting, Flow Analytics and Core calculations
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
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 focusing on ensuring consistency across sites
Identify areas for efficiency improvements, automation and enhanced controls in existing processes
Document proposed changes and agree with the onshore process team prior to implementation
Document all process changes and improvements to reflect the latest process
Be able to clearly explain model details to other areas of the bank in non-technical language, and assisting in the on-going usage of these models in a day-to-day setting, e.g. helping to explain significant model value changes.

Requirements:

Academic background in a quantitative field such as Mathematics, Data Science, Econometrics, Engineering, Physics
Qualification and Expertise in mathematics / statistics
Solid background in Python programming, preferably in large scale financial or technical computations
3+ years of relevant experience in analytics preferably in the fields such as Risk Modelling, Stress Testing, Forecasting etc. for a Banking organization
Open personality and effective communication skills, including experience speaking to technical and business audiences and working globally.

Nice to have:

Good understanding of the Banking Book risks: IRRBB risk components and liquidity risks
Experience in designing behavioural models
Familiarity with financial assets and liabilities, with a preference for experience with 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, curve construction and risk management
Strong understanding of banking products such as Deposits, Savings, Lending, Credit Cards.

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.

Additional Information:

Job Posted:
October 02, 2025

Expiration:
December 31, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Senior Analyst