Intern – Traded Risk Quant (with Python)
HSBC Service Delivery (Polska) Sp. z o.o.
Your responsibilities
- Build, assess and validate traded risk models using real world data.
- Understand features, assumptions and limitations of the models, propose a validation approach, identify target market data and undertake validation.
- Identify areas for improvements, automation and enhanced controls.
- Document enhancements in accordance with the on-shore standards.
- Participate in ad hoc projects.
- Articulate our modeling approach to internal and external stakeholders in a non-technical language.
- Assist in the on-going application of the models in a business-as-usual risk management framework.
Our requirements
- Ph.D/M.Sc./B.S. in Quantitative Finance/Physics/Mathematic/ Software Engineering/ Economics or related disciplines.
- Strong understanding of financial mathematics, mathematical analysis, statistics and linear algebra.
- Familiarity with risk measures, derivative products and their pricing.
- Good knowledge of Python programming language.
- Open personality and effective written and oral communication skills in English.
What we offer
- 3 months paid internship in a professional team and international environment.
- Training and introduction to the Traded Risk activities/models.
- Consistent scope of responsibilities and guidance.
- Flexible working arrangement (part time, working from home).
- Interesting path of a career in an international organization.
- Outstanding interns are offered permanent roles after completion.
Aby ubiegać się o tę pracę, odwiedź stronę www.pracuj.pl.