Quantitative Analyst

Quant Analyst Location - London (Canary Wharf) Rate - up to £910/day Umbrella ROLE DESCRIPTION • The role will require development of the underlying mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks 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) Certifications, Qualifications and Experience • 1-5 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 from a top tier university • Knowledge of the standard pricing models used in the investment banking industry • C++ experience (preferably using Visual Studio 2017) • Excel VBA experience required • Python experience preferred • Experience with IBOR a plus Knowledge, Skills & Experience • Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required. • Knowledge of main instruments 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. • Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time