Equity Derivatives Quant Developer - HSBC

Role Title: Equity Derivatives Quant Developer

Duration: 6 month contract

Location: London, Hybrid

Rate: up to £950 p/d Umbrellainside IR35

Role purpose / summary

1. 3-7 years working as a Quantitative Developer and collaborating with quant modelers, IT development, other risk departments
2. A degree in mathematical finance, science or maths from a top tier university
3. Knowledge of the standard pricing models used in the investment banking industry
4. Five or more years Python experience required
5. Knowledge of distributed computing and serialisation techniques
6. Test-drive development and automated CI/CD pipelines
7. Knowledge of C++ or RUST

Desirable Knowledge, Skills & Experience

1. Knowledge of instrument pricing, sensitivity calculations, VaR, ES and other risk measures.
2. Knowledge of the main instruments used in Equities and Equity Derivatives
3. Good knowledge of Excel
4. Experience of data analysis
5. Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time

All profiles will be reviewed against the required skills and experience. Due to the high number of applications we will only be able to respond to successful applicants in the first instance. We thank you for your interest and the time taken to apply!