Quant Analyst / Developer

  • Location:

    London

  • Sector:

    Banking

  • Job type:

    Contract / Interim

  • Salary:

    Negotiable

  • Contact:

    Amy Elmi

  • Contact email:

    amy.elmi@hsbc.com

  • Job ref:

    xx2_1598438164

  • Published:

    28 days ago

  • Duration:

    12 months

  • Expiry date:

    25/09/2020

  • Startdate:

    01/11/2020

  • Client:

    HSBC Careers

  • Hours per day:

    7

  • Work preference:

    Flexible

  • Days per week:

    5

Product Control (PC) undertakes four main activities: P&L, Valuations, Quantitative Analysis and Development Projects.

Product Control Analytics is a global function with representation in London, Paris, New York, Hong Kong and other financial centres. It is part of Group Finance with reporting lines to Product Control.

PC Analytics aims to ensure that derivatives pricing are at market standards and compliant with regulatory rules. PC Analytics develops a robust framework built mainly on C++ and Python languages to distribute its quantitative solutions in all 40 Global Markets locations.

  • Develop Quant Library functions for Independent Price Verification (IPV), Fair Value Adjustments (FVA) and Prudent Valuation Adjustments (PVA) in C++, Python and SQL.
  • Migration of Excel applications to automated platforms.
  • Contribute to internal projects to streamline production within multiple asset classes: FX, credit and equity.
  • Build relationships with multiple internal teams: Product Control, Development Team, and Market Risk.