(COMPANY NAME) is a subsidiary company of one of the most important groups in the financial services industry in the world. HSBC aims at connecting its clients to opportunities of growth across the world.
Since its creation in 1865, the HSBC Group is present in 75 countries bringing the contribution of 254 000 staff to more than 54 million of its clients.
The Product Control department (PC) is an independent control function which globally has number of functional activities.
The PC - Analytics team is part of the PC department and is responsible for providing quantitative support where required to infrastructure departments, as well as building strategic tools for various topics such as Stress Testing, Fair Value Adjustment, Liquidity Reserves, Prudent Valuations, etc...
The Analytics team covers all the Global Banking and Markets business lines (Rates, Equity, FX and Credit) and is based in London, Paris, New-York, Hong-Kong, Krakow and Dubai.
As part of the Product Control (PC) Analytics team, the candidate will be joining the quantitative team which sits on the Hong-Kong headquarters.
Initially the mission will involve getting familiar with existing models, control process and tools currently in use and it is fully expected that this would be followed by actively advocating, enhancing and employing their use in a practical environment with a main focus on equity and interest rates asset classes.
The mission will then consist in participating in the elaboration of mathematical methodologies for various valuation adjustments / reserves as well as implementing strategic tools within the Pegasus platform.
The mission is a unique opportunity to experience working alongside a wide range of people from the Front Office Businesses, Market Risk, Product Control and potentially other control functions within HSBC.
The PC Analytics works very closely with Valuation Control and Risk departments handling model related valuation and risk issues from a quantitative perspective.
The reporting lines are both to the Head of Paris PC Analytics team and to the Head of HK PC Valuations team.
* High Level Qualification in mathematics including Financial Mathematics, stochastic calculus and probability.
* Some knowledge of interest rate, equity and other financial products would be an advantage.
* Computer skills: C++ programming as well as database management skills are required. VBA, EXCEL are bonus
* An inquisitive and sociable person who can work in a team and take initiatives.
* Maximum 28 years old
* National of European Economic Area
Nb de poste à pourvoir : 1
Expérience souhaitée : 6 mois
Niveau d'étude demandé : Bac + 5 et plus
Langue : Français , Anglais
Domaines de compétences : Statistiques , Mathématiques , Modélisation et Méthodes Informatiques
Filière d'étude : Maîtrise , MAGISTERE , MASTERE , MIAGE , Ecole spécialisée , Ecoles Ingénieurs Arts et Métiers , Ecoles Ingénieurs Agronomie , Ecoles Normales Supérieures , MASTER , Ecole d'Ingénieur