Location - Hybrid London Office

Rate - up to £780 Umbrella

Contract Length - Initially 6 months

Role Purpose

Contribute to quantitative .Net development within the Global Equity Research team which provides development and maintenance of the core research framework and applications to support both active and passive investment team’s portfolio construction and investment decisions. Assist in the continual improvement of the global investment process by performing quantitative analysis, data analysis, tooling development and working on research projects. Ensure the analytical toolset available for Quantitative Strategists allows for accurate and informed decision making. Contribute to the architecture, design and development of decision support tooling within HSBC Global Asset Management and, collaborate with IT coworkers to ensure solutions are developed, tested, deployed and supported according to relevant group standards.

Primary responsibilities and challenges of the role will include:

• Working in the Global Equity Research and with other teams and stakeholders to design, build, test and support Visualiser.

• Contribute to research projects taken on by the team in terms of data analysis, model design, build, verification and presentation.

• Be responsible for making sure that all requirements defined by the research teams are successfully delivered through the application and ensure that these are understood, reviewed and signed off.

• Collaborate with HSBC Operations, Services and Technology designers, developers, and project managers to complete, thoroughly test, and deliver innovative software solutions.

• Be in close contact with the impacted business/functions throughout the project lifecycle, constantly ensuring that the solution remains relevant and will deliver the expected business benefit.

• Perform functional analysis (data, systems and interfaces). Translate business requirements into functional requirements and designs. Implement those requirements seeking efficient and effective solutions to business problems.

• Be proactive about recognising potential improvements or impending problems.

Knowledge and Experience

• BS/MS/Phd in computer science, engineering, physics, mathematics or equivalent.

• Knowledge of market fundamentals in several asset classes but mostly equities.

• Excellent communication, analytical, and programming skills.

• Experience with C#.

• Experience with R, Python or Matlab.

• Experience with relational databases (Postgres preferred).

• Experience with Devops and Devops Tools (Github, Jenkins, Docker, Kubernetes, Terraform, Ansible)

• Experience with Cloud solution (GCP) a plus.

• Experience with portfolio construction and investment strategy analysis a plus.

• Experience with HTML, CSS and Javascript a plus.

• Experience with ASP.NET Core MVC (or another Model View Controller framework) a plus.

• Familiar with script automation in Windows/Linux (DOS, PowerShell or Bash).

• Familiar with data visualisation.

• Familiar with source control and agile development principals.