Quantitative Developer

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We are currently seeking a high calibre individual to join the team in the role of:Quantitative Developer

Equity Derivatives Quants are looking for a C++/Python developer specialising in Structured Equity Derivatives to assist the design and implementation of pricing, risk and P&L infrastructure surrounding the core pricing library.

This is an exciting front office opportunity which holds a lot of interaction with stakeholders throughout the business. You will be pivotal in shaping projects from commencement.

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.

In this role you will:

• Assist the Quantitative Modellers to develop the core pricing library whilst developing the Quantitative tooling required to support the platform

• Be responsible for the design and development of end-of-day risk and P&L calculations allowing the retirement of the legacy vendor platform
• Carry out design and development of intraday risk and P&L calculations
• Deliver the calculation infrastructure required for FRTB IMA regulatory reporting
• Liaise with the trading desk, other quants, the Risk and Finance departments, and technology teams. 

To be successful in this role you should meet the following requirements:

• Proven background of working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment with a degree in mathematical finance, science or maths from a top tier university
• Knowledge of the standard pricing models used in the investment banking industry with in-depth C++ experience (preferably using Visual Studio 2017)  and /or Python being essential
• Background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable
• Experience of data analysis with knowledge of the main instruments used in Equities and Equity Derivatives in addition to instrument pricing, sensitivity calculations, P&L prediction, P&L explain, VaR, ES and other risk measures.
• Knowledge of distributed computing and serialisation techniques with the ability to work in fast-paced environment with proven ability to handle multiple outputs at one time

This role is based inLondon

Opening up a world of opportunity

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