Front Office Quantitative Analyst (C++ Expert)

Experis

  • London
  • Contract
  • Full-time
  • 15 days ago
  • 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)
Essential Knowledge and Experience Required
  • 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
  • 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++
  • 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
Share this jobOmair Langah E-mailManpowerGroup (NYSE: MAN), the leading global workforce solutions company, helps organisations transform in a fast-changing world of work by sourcing, assessing, developing and managing the talent that enables them to win. We develop innovative solutions for hundreds of thousands of organisations every year, providing them with skilled talent while finding meaningful, sustainable employment for millions of people across a wide range of industries and skills. Our expert family of brands - Manpower, Experis and Talent Solutions - creates substantially more value for candidates and clients across 8 countries and territories and has done so for 70 years.

Experis