Quantitative Analyst

London, England (GBR)
£826.46 - £918.29 Per Day
To be confirmed
Start date: 25 Jan 23
Ref: 165133

Apply now

Required skills

quant
trading

Other skills

derivatives
analytics
pricing models
hedging
python
credit
investment banking
c++

Job description Posted 25 January 2023

Quantitative Analyst HSBCJP00044359

London

1-2 days remainder remote

Until end of the year with possible extension

Up to £1000 per day via an approved umbrella company

ROLE DESCRIPTION

· The role will require financial engineering skills in the development and integration of financial toolkits, analytics including hedging metrics used by the Global Debt Markets businesses at HSBC. It will entail the following key requirements:To implement and test analytics functionality to be used by trading and backoffice as part of various HSBC programmes including but not limited to FRTB.

· To provide rapid fixes to any issues identified in existing and new analytics, toolkits and platforms

· To support ongoing live trading platforms.

· To understand various payoffs, risk and hedging requirements and overlay such to code.

Certifications, Qualifications

and Experience

(For the Job – not the Job

holder. Minimum requirements of the Job)

· 5-10 years working as a Quantitative Analyst developing and integrating analytics, financial toolkits on FO.

· Require bright ideas and possess overall vision on future trading platforms and architecture.

· A degree in mathematical finance, computer science or maths from a top tier university

· Knowledge of bonds, bond derivatives, Repos, CLNs, Loans and other credit contingent payoffs

· Knowledge of the standard pricing models used in the investment banking industry

· Proficient in Python and writing bullet-proof production quality code

· C++ experience preferred but not a must

· Knowledge, Skills & Experience Solid background in financial engineering.

· Near to 10 years as a Quant Analyst

· Physics, Engineering or similar subjects is desirable, but not strictly required.

· Very strong coding and technical skills.

· Knowledge of distributed computing is preferred.

· Ability to challenge and fit in to the global teams working in multiple time-zones.

· Always happy to go a step further than the underlying requirement.

· Ability to work in fast-paced environment with proven ability to handle multiple outputs at a time.