Quant Analyst

Location - London (Canary Wharf)

Rate - up to £910/day Umbrella

ROLE DESCRIPTION

• 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 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

• 1-5 years working as a 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

Knowledge, Skills & Experience

• 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.

• Knowledge of Windows and UNIX/LINUX, understanding of and experience with version control systems (GIT) and distributed development process.

• Knowledge of distributed computing and serialisation techniques preferred.

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