VP – Equity Derivatives QuantDev

Job description

Job description

Some careers have more impact than others.

If you’re looking for a career where you can make a real impression, join HSBC and discover how valued you’ll be.

HSBC is one of the largest banking and financial services organisations in the world, with operations in 64 countries and territories. We aim to be where the growth is, enabling businesses to thrive and economies to prosper, and, ultimately, helping people to fulfil their hopes and realise their ambitions.

We are currently seeking an experienced professional to join our team in the role of Vice President– Equity Derivatives QuantDev

Business: Global Banking and Markets

Principal responsibilities

·  The candidate will be expected to:
·  Assist the design and implementation of pricing and market data pipelines surrounding library.
·  Take the lead in delivering large components of that strategy, directing junior members of the team.  Working with our IT organisation on their foundation components and ensuring they can run the platform to meet SLAs.
·  Assist the Quantitative Modellers to develop the core pricing library
·  Direct the development of the Quantiative tooling required to support the platform
·  The candidate should expect to have day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams.  While the role is Bangalore based, the team and clients are located globally with presence in London, Paris, Hong Kong and Bangalore.  Occasional travel may be required

Requirements

·  Overall 12 plus years and five to seven years of experience 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
·  Five or more years C# experience (preferably using Visual Studio 2017)
·  Two or more years of C++ experience (preferably using Visual Studio 2017)
·  Three or more years Python experience required
·  Previously developed coding standards and extensive experience in CI/CD pipelines
·  Experience of developing multi-component architectures
·  Knowledge of distributed computing and serialisation techniques.
·  Experience of data analysis
·  Knowledge of the main instruments used in Equities and Equity Derivatives
·  Knowledge of instrument pricing, sensitivity calculations, P&L prediction, P&L explain, VaR, ES and other risk measures.
·  Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time

You’ll achieve more at HSBC 

HSBC is an equal opportunity employer committed to building a culture where all employees are valued, respected and opinions count. We take pride in providing a workplace that fosters continuous professional development, flexible working and, opportunities to grow within an inclusive and diverse environment. We encourage applications from all suitably qualified persons irrespective of, but not limited to, their gender or genetic information, sexual orientation, ethnicity, religion, social status, medical care leave requirements, political affiliation, people with disabilities, color, national origin, veteran status, etc., We consider all applications based on merit and suitability to the role. Personal data held by the Bank relating to employment applications will be used in accordance with our Privacy Statement, which is available on our website.

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