Quant Analyst: Risk and Pricing

at  HSBC

Job description
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.
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.
HSBC Market & Securities Services provides comprehensive global, regional and domestic fund services including fund administration, global custody and sub-custody settlement and services. Securities Lending Operations is a dynamic department that works with partners across the HSBC Global Banking and Markets business to deliver Securities Lending solutions to clients.
Equity Derivatives Quants are looking for a C++/Python developer specialising in Structured Equity Derivatives.
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:

• To design, develop, test and document the models developed to HSBC standards.
• Develop technical solutions for the users as required.
• Develop the Quantitative tooling required to support the platform
• Analyze and provide support to any issues identified in the models.
• Day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams.

Requirements

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

• Relevant experience working as a Quantitative Analyst developing models in quantitative finance, equity derivative products or equivalent like FX derivatives, IR derivatives.
• Familiarity with Equity Derivatives Products and Models. Knowledge of the standard pricing models used in the investment banking industry
• Strong C++ skills or C#. Knowledge of at least one of the following scripting languages: Python, R.
• Ability to work in fast-paced environment, with proven ability to handle multiple outputs at one time.
• A degree in mathematical finance or computer science or physics or engineering from a top tier university.

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.

In this role you will:

• To design, develop, test and document the models developed to HSBC standards.
• Develop technical solutions for the users as required.
• Develop the Quantitative tooling required to support the platform
• Analyze and provide support to any issues identified in the models.
• Day-to-day interactions 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:

• Relevant experience working as a Quantitative Analyst developing models in quantitative finance, equity derivative products or equivalent like FX derivatives, IR derivatives.
• Familiarity with Equity Derivatives Products and Models. Knowledge of the standard pricing models used in the investment banking industry
• Strong C++ skills or C#. Knowledge of at least one of the following scripting languages: Python, R.
• Ability to work in fast-paced environment, with proven ability to handle multiple outputs at one time.
• A degree in mathematical finance or computer science or physics or engineering from a top tier university