Quantitative Analyst Credit & ABS
- London, England (GBR)
- £508.59 - £565.1 Per Day
- 29 Weeks
- Start date: 06 Jan 23
- Ref: 164430
- quantitative
- credit
- analytics
- product control
- physics
- python
- stress test
- liquidity
- valuations
- c++
Quantitative Analyst Credit & ABS HSBCJP00044216
Canada Sq. - Max 2 days a week
Up to £720 pd via Umbrella
Role Purpose
Product Control (PC) undertakes four main activities: P&L, Valuations, Quantitative Analysis and Development Projects.
PC Analytics is a global function with representation in London, Paris, New York, Hong Kong and other financial centres. It is part of Group Finance with reporting lines to Product Control.
PC Analytics develops a robust framework built mainly on C++ and Python languages to distribute its quantitative finance solutions in all 40 Global Markets locations.
This is a Quant analyst role for working on ABS and Credit model (Python/C++)
Key activities
- Automation of ABS model
- Work on improving the model based on IMR findings
- Help on regulatory runs of the model (stress test and IFRS9 runs)
Minimum requirements of the role
Education & Experience:
- Master’s degree in Quantitative Finance, a numerical subject (Maths, Physics) or software engineering
Skills and Competencies:
- Strong knowledge & practical experience with C++/Python are required
- Prior experience developing Quant models
- Knowledge of database management systems, relational databases and SQL
- Strong analytical and problem solving skills
- Excellent communication skills and interpersonal skills
- Attention to detail and consideration of timelines
