Equity Derivatives Quant HSBC
HSBC
Office Location
Full Time
Experience: 5 - 5 years required
Pay:
Salary Information not included
Type: Full Time
Location: Karnataka
Skills: model development, Derivatives, C, Python, Mathematical Finance
About HSBC
Job Description
If you are seeking a career where you can have a significant impact, consider joining HSBC, one of the largest banking and financial services organizations globally. With operations spanning 62 countries and territories, HSBC aims to facilitate growth, support thriving businesses, and help individuals achieve their aspirations. Currently, HSBC is looking for an experienced professional to fill the role of Equity Derivatives Quant. As an Equity Derivatives Quant, your primary responsibilities will include developing and improving available products and trading models. You will be tasked with enhancing reserve methodologies, monitoring model performance, and ensuring timely completion of model development tasks with minimal errors. Your success will be measured by positive feedback from trading, structuring, and valuation control desks and the successful integration of new models into quant libraries. Additionally, you will collaborate with trading, structuring, and IT teams to address any issues raised in utilizing quant libraries, providing necessary assistance and ensuring seamless integration. Adhering to internal and regulatory guidelines for releases and documentation, you will define and execute relevant tests and maintain a robust versioning system for codebase rollback. Furthermore, programming in a professional standard, following industry best practices, and delivering features, bug fixes, and components within predictable timelines will be key aspects of your role. You will also be responsible for continuous stakeholder interaction, product support, development of new products with appropriate models, and maintaining a testing framework for new products and models. To qualify for this position, you should hold a degree in Mathematical Finance from a reputable university and possess at least 5 years of experience in model development in derivatives. Proficiency in C++, scripting, and Python is required, with advanced C++ skills being essential. At HSBC, you will have the opportunity to achieve more and contribute to the organization's success. Please note that any personal data shared during the application process will be handled in accordance with HSBC's Privacy Statement, available on the company's website.,