Job description

• The role will require development of the underlying mathematical models and analytical tools used by the Fixed Income desk 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)

Requirements

• 2-3 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
• Solid background in stochastic processes, probability and numerical analysis.
• Knowledge of main instruments and associated pricing models 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.

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.

Within the work place you will have access to various employee resource groups which aim to promote and achieve a health work / life balance and support our diversity ambitions.

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