Job description
Quants Developer - Fixed Income
If you’re looking for a career that will help you stand out, join HSBC and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.
As an HSBC employee in the UK, you will have access to tailored professional development opportunities and a competitive pay and benefits package. This includes private healthcare for all UK-based employees, improved maternity and adoption pay and support when you return to work, and a contributory pension scheme with a generous employer contribution.
HSBC's Global Banking & Markets business is one of the largest of its kind in the world where products & services are offered through a network of more than 60 countries worldwide.
We are currently seeking a professional to join our Global Fixed Income Quants team in the role of: Quantitative Developer - this is an Associate level role.
The role holder will also ensure the HSBC values are present in everything they do, both individually and as an organisation. This will be achieved by consistently displaying the behaviours of: Dependable and do the right thing, Open to different ideas and cultures, Connected to customers, communities, regulators and each other.
The role is office-based working at HSBC offices at Canada Square, London. You must be able to travel to work in London on a weekly basis.
In this role you will
- Work on the integration of the underlying mathematical models and analytical tools used by the Fixed Income, Credit desks.
- Proactively work with your stakeholder group across various business functions (Risk, Finance, Trading etc) to develop the required models for pricing/structuring.
- Design, develop, test and document the models integration workflows to HSBC standards.
- To contribute to improvements of the quality of the code and of the testing environment
- Be a valued member of the global Fixed Income Quants team.
To be successful you should meet the following requirements.
- Masters’ level qualification in a quantitative subject such as mathematics, physics, computer science
- Knowledge of the standard pricing models used in the Fixed Income industry (Black-Scholes, local and stochastic volatility models, Libor Market Models (LMM) and short rate models).
- Knowledge of main instruments used in FX, Fixed Income, Credit, or Equities
- Knowledge of distributed computing and serialisation techniques, version control systems (GIT) and distributed development processes
- Ability to work in fast-paced environment with proven ability to handle multiple outputs.
- Demonstrable relationship management skills with the confidence to engage with internal stakeholders at senior level.
You’ll achieve more when you join HSBC.
We believe that being open to a range of perspectives and cultures is vital for our business. We work hard to ensure our diverse and inclusive workplace reflects the communities we serve. We want everyone to achieve their potential – regardless of their gender, ethnicity, disability, religion, sexual orientation or age. If you have a different way of seeing the world, we are interested in hearing from you.
HSBC is committed to being an inclusive employer and providing an inclusive and accessible recruitment process for all. We will provide reasonable adjustments to remove any disadvantage to you being considered for this role. We are proud members of the Disability Confident Scheme and will offer an interview to disabled candidates who meet the minimum criteria for the role.
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