Emerging Markets Quant

Job description

Member of the global FICC Quants team

• To design, develop, test and document the models developed to HSBC standards.
• Develop technical solutions for the users as required (Trading desks, Product Control, Traded Risks, etc.).
• To analyze and provide support to any issues identified in the models.

For this role, HSBC targets a fixed pay range between $130,000 and $175,000.

The final fixed pay offer will depend on the candidate and a number of variables, including but not limited to, role responsibilities, skill set, depth of experience and education, licensing/certification requirements, internal relativity, and specific work location.

At HSBC, our overall goal is to provide a competitive Total Reward Package, with an appropriate mix of fixed pay, and variable pay, as part of an employee's overall total compensation and benefits. Variable pay generally takes the form of discretionary, annual awards (sometimes referred to as a "bonus"). Additionally, HSBC offers a wide range of competitive and flexible benefits designed to help you improve your health and well-being, finances, and lifestyle.

Requirements

In compliance with applicable laws, HSBC is committed to employing only those who are authorized to work in the US. Applicants must be legally authorized to work in the U.S. as HSBC will not engage in immigration sponsorship for this position.

• 2-5 years working as a Quantitative Analyst developing models in quantitative finance
• 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 (Black-Scholes, Bachelier, local and stochastic volatility models, HJM framework...).
• C++ experience (preferably using Visual Studio), with some knowledge of modern C++ (at least C++11).
• Familiarity with Rates Products and Models
• Solid background in quantitative finance: stochastic calculus, partial differential equations, no-arbitrage valuation, numerical analysis.
• Knowledge of main instruments used in FICC business.
• Strong C++ skills (C++11 or beyond appreciated).
• Strong knowledge of Excel.
• Strong knowledge of Python
• Experience with version control systems (such as Git) and distributed software development process.
• Ability to work in fast-paced environment, with proven ability to handle multiple outputs at one time.
• Open minded and team spirit oriented

As an HSBC employee, you will have access to tailored professional development opportunities to ensure you have the right skills for today and tomorrow. We offer a competitive pay and benefits package including a robust Wellness Hub, all in a welcoming, diverse and inclusive work environment. You will be empowered to drive HSBC's engagement with the communities we serve through an industry-leading volunteerism policy, a generous matching gift program, and a comprehensive program of immersive Sustainability and Climate Change Initiatives. You'll want to join our Employee Resource Groups as they play a central part in life at HSBC, including the development of our employees and networking inside and outside of HSBC. We value difference. We succeed together. We take responsibility. We get it done. And we want you to help us build the bank of the future!

All qualified applicants will receive consideration for employment without regard to age, ancestry, color, race, national origin, ethnicity, disability or medical condition, genetic information, military or veteran service, religion, creed, sex, gender, pregnancy, childbirth, caregiver status, marital status, citizenship or immigration status, sexual orientation, gender identity or expression or any other trait protected by applicable law.