Description de l'emploi

At HSBC, we're a trusted international organisation with a global customer base of around 39 million customers worldwide through a network that covers 62 countries and territories. In Europe, our ambition is to become the leading international wholesale bank and we need talent like you to help us meet our ambition. Whether you want a career that could take you to the top or in an exciting new direction-we offer opportunities, support and rewards that will take you further.

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What you will do:

The role is within the Equities Quantitative Analytics team.

Equity Derivatives Quants (a division of Global Banking and Markets) are looking for a C++/Python developer specializing in Structured Equity Derivatives. The candidate will be expected to:

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

• Develop the Quantitative tooling required to support the platform

• Develop technical solutions for the users as required (Trading desks, Product Control, Traded Risks, etc.).

• To analyze and provide support to any issues identified in the models

The role will cover the following agendas:

• Delivery of the calculation infrastructure required for FRTB IMA regulatory reporting

• Design and development of end-of-day risk and P & L calculations allowing the retirement of the legacy vendor platform

• Design and development of intraday risk and P & L calculations

• Design and development of market data marking pipelines

The candidate should expect to have day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams. The team and clients are located globally with presence in London, Paris, Hong Kong and Bangalore. Occasional travel may be required

Conditions

You should apply if you have:

• 3-6 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 Equity Derivatives Products and Models

Other desirable skills:

• Solid background in quantitative finance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis.

• Knowledge of main instruments used in Structured Equity Derivatives Products.

• Strong C++ skills (C++11 or beyond appreciated).

• Strong knowledge of Excel.

• Knowledge of at least one of the following scripting languages: Python, R.

• 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 Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time

Even if you feel you do not fit 100% of our qualifications, we encourage you to not let this hold you back from applying if you believe this is the role for you.

What you'll get in return:

• We'll help you progress your career, including access to development programmes, mentoring and coaching, as well as world-class training through HSBC University

• You can work your way and will have a say in when, where and how you and your team flexibly work together

• Our flexible benefits will give you financial security, including: employer-funded pension, Holiday vouchers based on your reference tax income. Our family-focused benefits can help you to support your loved ones, including partial reimbursement of childcare costs, allowance for parents of children with disabilities, days off for key events (weddings, moving house),

• We'll give you a huge range of resources that support your mental, physical and social well-being, including: free access to Headspace app, health checks, 5 weeks paid vacation

• You'll have opportunities to work internationally - this can be your place to start and branch out to anywhere we have offices

• You'll be able to join our Employee Resource Groups that bring together colleagues with shared characteristics and common interests.

Please note: Personal data held by the Bank relating to employment applications will be used in accordance with our Privacy Statement, which is available on our website. As a business operating in markets all around the world, we believe diversity brings benefits for our customers, our business and our people. This is why HSBC is committed to being an inclusive employer and encourages applications from all suitably qualified applicants irrespective of ethnicity, religion, age, physical or mental disability/long term health condition, marital status, sexual orientation, gender identity, gender expression, genetic information (including characteristics and testing), military and veteran status, and any other characteristic protected by local law in the jurisdictions in which we operate. HSBC has in place processes in order to avoid nepotism, which means to avoid creating circumstances in which the appearance or possibility of conflicts of interest may exist within the hiring process.