Quant Developer
Location :
London, United Kingdom
Job Type :
Hybrid
Key Responsibilities
Relevant years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment. A degree in mathematical finance, science, or maths from a top tier university
• Knowledge of the standard pricing models used in the investment banking or finance industry
• Relevant years C++ experience (preferably using Visual Studio 2022) and experience in Python
• Relevant experience in equity / derivatives/ Rates / FX / Commodities environment
Job Descripition
Assist the design and implementation of pricing, risk and P&L infrastructure surrounding the core pricing library
• Assist the Quantitative Modellers to develop the core pricing library. Develop the Quantitative tooling required to support the platform.
•Delivery of the calculation infrastructure required for FRTB IMA regulatory reporting
• Design and development of end-of-day risk and P&L calculations allowing the retirement of the legacy vendor platform
• Design and development of intraday risk and P&L calculations. Design and development of market data marking pipelines.
About Company
If you’re looking for a career that will help you stand out, join HSBC and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.
HSBC Global Banking and Markets is an emerging markets-led, financing-focused business that provides investment and financial solutions. Through our international network, we connect emerging and mature markets, covering key growth areas. We partner with our corporate, government and institutional clients to help them achieve consistent, long-term performance. Our products and services include advisory, financing, prime services, research and analysis, securities services, trading and sales and transaction banking.
We are currently seeking an individual to join this team in the role of Quant developer.
Equity Derivatives Quants (a division of Global Banking and Markets) are looking for a C++/Python developer specialising in Structured Equity Derivatives.
While the role is London based, the team and clients are located globally with presence in London, Paris, Hong Kong, and Bangalore. Occasional travel may be required.
As an HSBC employee in the UK, you will have access to tailored professional development opportunities and a competitive pay and benefits package. This includes private healthcare for all UK-based employees, enhanced maternity and adoption pay and support when you return to work, and a contributory pension scheme with a generous employer contribution.