Quantitative Developer

Some careers shine brighter than others. 

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. 

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 in London

Opening up a world of opportunity

Being open to different points of view is important for our business and the communities we serve. At HSBC, we’re dedicated to creating diverse and inclusive workplaces. Our recruitment processes are accessible to everyone -  no matter their gender, ethnicity, disability, religion, sexual orientation, or age.

We take pride in being part of the Disability Confident Scheme. This helps make sure you can be interviewed fairly if you have a disability, long term health condition, or are neurodiverse.

If you’d like to apply for one of our roles and need adjustments made, please get in touch with our Recruitment Helpdesk:

Email: hsbc.recruitment@hsbc.com
Telephone: +44 207 832 8500