Quantitative Analyst / Developer Quantitative Analyst / Developer …

HSBC
in London, United Kingdom
Contract, Full time
Last application, 19 Jan 21
Negotiable
HSBC
in London, United Kingdom
Contract, Full time
Last application, 19 Jan 21
Negotiable
The role will require development of the underlying mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks at HSBC To design, develop, test and document the models developed to HSBC standards Develop technical solutions for the desk as required To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation)

Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment
* 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
* C++ experience (preferably using Visual Studio 2017)
* Excel VBA experience required
* Python experience preferred
* Experience with IBOR a plus

* Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.
* Knowledge of main instruments used in FX, Fixed Income, Credit, or Equities
* Knowledge of CVA, CSA discounting, VaR, ES and other risk measures.
* Strong C++ skills.
* Knowledge of at least one of the following scripting languages: Python, Perl, Shell Script, C#, Java, VBA.
* Good knowledge of Excel.

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