Mid-Level Quantitative Analyst – ABS Platforms

Ignite the future of finance — develop groundbreaking ABS models that redefine risk and precision! Kraków-based opportunity with hybrid work model As a Senior Quantitative Analyst, ABS, you will be working for our client, a leading international banking and financial services organization. Join a dedicated team within HSBC’s global Market Finance division, focusing on innovative development of ABS pricing, impairment calculations, and cash flow projections. Your expertise will help expand the platform’s capabilities to new US ABS products, supporting the firm's commitment to regulatory compliance and market excellence. Your main responsibilities: Extend and enhance existing Python models for US ABS bonds, ensuring accuracy and efficiency. Collaborate with Front Office and Product Control teams to gather requirements and deliver impactful solutions. Develop and maintain comprehensive automated tests (unit, integration, regression) to uphold model integrity. Engage with stakeholders to manage expectations and provide consistent progress updates. Analyze and process large datasets using Python (Pandas) and SQL Server for model calibration and validation. Ensure integration of web APIs (FastAPI) for seamless data retrieval and model deployment. Contribute to a dynamic, high-caliber environment of quantitative analysts committed to excellence. You're ideal for this role if you have: At least 5 years of experience in quantitative analysis, finance, or related fields. Strong proficiency in Python, including data processing with Pandas, and experience with SQL Server. Practical experience with developing quantitative models and familiarity with web APIs (FastAPI). Ability to work effectively in challenging environments requiring attention to detail and strict timelines. Fluent English communication skills, both spoken and written. It is a strong plus if you have: (optional) Experience with C++ development. Knowledge of Asset Backed Securities and IFRS9 regulations. Language Required for the role: Fluent in English. Eligibility to work in Europe: Only candidates with an legal right to work in the European Union will be considered for this role.