Title: Quantitative Developer

Location: Hybrid - London 2-3 days a week

Length: 10 months

Rate: £1,091via 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 aims to ensure that derivatives pricing is at market standards and compliant with regulatory rules. PC Analytics develops a robust framework built mainly on C++ and Python languages to distribute its quantitative solutions in all 40 Global Markets locations.

This is a C++ and Python Quant Developer role to improve and maintain the Quant Library.

Key activities

Develop core modules of the quant library in both C++ and Python: API client, grid computing etc.
Manage the release of the library.
Refactor the existing code with a strategic vision.
Enhance controls and enforce testing culture and coding best practice within the team.
Provide training to the PC Analytics team and wider Finance.
Ensure that processes are compliant with Finance Instruction Manual (FIM) model development standard as well as FIM
governance policy.
Collaborate efficiently with a diverse team on different locations (about 10 people in London, 10 in Bangalore, 20 in
Krakow).
Communicate transparently with management and respect HSBC's values by seeking out different perspectives,
collaborating across boundaries, being accountable, taking the long view, moving at pace and making things happen.
Own and manage relationships with multiple internal teams (Product Control, Development Team, Front Office Quants).

Minimum requirements of the role

Education:

Software Engineering or Master's degree in Quantitative Finance, a numerical subject (Maths, Physics)

Skills and experience:

Strong knowledge and practical experience with C++ are required.
Good knowledge of Python.
Knowledge of C# is an advantage.
Knowledge of SQL and relational databases.
Experience of working within a quantitative finance space is ideal.
Strong analytical and problem solving skills.
Excellent communication skills and interpersonal skills.
Attention to detail and consideration of timelines.
Minimum 2 years of working experience is preferred.

If you hold the above skillset and experience, please apply for the position to be contacted by an Experis Consultant. If you haven't been contacted within 14 days, please consider the application unsuccessful