Job Title: Front Office - Quantitative Analyst (C++ Expert)
Location: 8CS, London
Working Model: Hybrid (travel to office is required 1 - 3 times a week)
Duration: 6 months minimum - 9 months
Daily Rate Available: up to 1200 Umbrella
Inside IR35 via Umbrella: Paystream, Danbro, Focused

Role Description

• The role will require financial engineering skills in the development and integration of financialtoolkits,analytics including hedging metrics used by the Global Debt Markets businesses at HSBC. It will entail the following key requirements:
  • To implement and test analytics functionality to be used by trading and backoffice as part of various HSBC programmes including but not limited to FRTB.
  • To provide rapid fixes to any issues identified in existing and new analytics, toolkits and platforms
  • To support ongoing live trading platforms.
  • To understand various payoffs, risk and hedging requirements and overlay such to code.

Qualifications / Experience Required

• 5-10 years working as a Quantitative Analyst developing and integrating analytics, financial toolkits on FO.
• Require bright ideas and possess overall vision on future trading platforms and architecture.
• A degree in mathematical finance, computer science or maths from a top tier university
• Knowledge of bonds, bond derivatives, Repos, CLNs, Loans and other credit contingent payoffs
• Knowledge of the standard pricing models used in the investment banking industry
• Proficient in Python and writing bullet-proof production quality code
• C++ experience preferred but not a must

Knowledge / Skills Required

• Solid background in financial engineering.
• Physics, Engineering or similar subjects is desirable, but not strictly required.
• Very strong coding and technical skills.
• Knowledge of distributed computing is preferred.
• Ability to challenge and fit in to the global teams working in multiple time-zones.
• Always happy to go a step further than the underlying requirement.
• Ability to work in fast-paced environment with proven ability to handle multiple outputs at a time.