Quantitative Analyst GFX

TN United Kingdom; London; On-site; GBP 125,000 - 150,000

Job description

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 hiring a Quantitative Analyst GFX

Role Accountabilities

To design, develop, test and document the models developed to HSBC standards and to develop technical solutions for the users as required (Trading desks, Product Control, Traded Risks, etc.). The successful candidate will also analyse and provide support to any issues identified in the models.

Required Skill/Experience

• Demonstrable experience working as a Quantitative Analyst developing models in quantitative finance.
• 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 (Black-Scholes, Bachelier, local and stochastic volatility models, HJM framework, etc.).
• C++ experience (preferably using Visual Studio), with some knowledge of modern C++ (at least C++11).

Familiarity with Rates Products and Models

• Solid background in quantitative finance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis.
• Knowledge of main instruments used in FICC business.
• Strong C++ skills (C++11 or beyond appreciated).
• Strong knowledge of Excel.
• Strong knowledge of Python.
• Experience with version control systems (such as Git) and distributed software development process.
• Ability to work in a fast-paced environment, with proven ability to handle multiple outputs at one time.

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.