Quantitative Analyst

London, (GBR)
£900 - £1090 Per Day
6 Months
Start date: ASAP
Ref: HSBCJP00052397

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Required skills

frtb

Other skills

c++
quantitative
mathematical finance
data analytics
pricing models
numerical analysis
investment banking
credit
python

Job description Posted 20 January 2025

Job Title: Quantitative Developer

Location: Hybrid/London 3 days

Duration: 6 months with possible extension

Role Description

• The role will require development of the underlying mathematical models and analytical tools used by the Credit desk at HSBC

• To design, develop, test and document the models developed to HSBC standards

• Develop technical solutions for the desk as required

• To provide rapid fixes to any issues identified in the models

• To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation)

Certifications, Qualifications and Experience (For the Job – not the Job holder. Minimum requirements of the Job)

• 3-8 years 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…).

• C++ experience (preferably using Visual Studio), with some knowledge of modern C++ (at least C++11).

• Familiarity with Credit Products and Models

Knowledge, Skills & Experience

• Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.

• Strong C++ skills.

• 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 fast-paced environment, with proven ability to handle multiple outputs at one time.

• Open minded and team spirit oriented.