Director- Equity Derivatives Quant Developer Lead

Some careers shine brighter than others.  

If you’re looking for a career that will help you stand out, join HSBC and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.  

HSBC Global Banking and Markets is an emerging markets-led, financing-focused business that provides investment and financial solutions. Through our international network, we connect emerging and mature markets, covering key growth areas. We partner with our corporate, government and institutional clients to help them achieve consistent, long-term performance. Our products and services include advisory, financing, prime services, research and analysis, securities services, trading and sales and transaction banking.

HSBC Market & Securities Services provides comprehensive global, regional and domestic fund services including fund administration, global custody and sub-custody settlement and services. Securities Lending Operations is a dynamic department that works with partners across the HSBC Global Banking and Markets business to deliver Securities Lending solutions to clients.

Equity Derivatives Quants are looking for a C++/Python developer specialising in Structured Equity Derivatives at Director level. 

As an HSBC employee in the UK, you will have access to tailored professional development opportunities and a competitive pay and benefits package. This includes private healthcare for all UK-based employees, enhanced maternity and adoption pay and support when you return to work, and a contributory pension scheme with a generous employer contribution. 

In this role you will:

• Assist the design and implementation of pricing, risk and P&L infrastructure surrounding the core pricing library
• Take the lead in delivering large components of that strategy, directing junior members of the team.  Working with our IT organisation on their foundation components and ensuring they can run the platform to meet SLAs.
• Assist the Quantitative Modellers to develop the core pricing library. Direct the development of the Quantiative tooling required to support the platform
• Design and development of end-of-day risk and P&L calculations. Design and development of market data marking pipelines
• Day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams.  

To be successful in this role you should meet the following requirements:

• Relevant years of expereince working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment
• Proven experience and knowledge of C++ and Python including data analytics
• Experience and knowledge of Equity Derivatives risk and pricing. Experience of working within the Front-Office.
• Proven experience and knowledge of multi-component architecture development
• A degree in mathematical finance, science or maths from a top tier university

This role is based in London .

Opening up a world of opportunity

Being open to different points of view is important for our business and the communities we serve. At HSBC, we’re dedicated to creating diverse and inclusive workplaces. Our recruitment processes are accessible to everyone -  no matter their gender, ethnicity, disability, religion, sexual orientation, or age.

We take pride in being part of the Disability Confident Scheme. This helps make sure you can be interviewed fairly if you have a disability, long term health condition, or are neurodiverse.

If you’d like to apply for one of our roles and need adjustments made, please get in touch with our Recruitment Helpdesk:

Email: hsbc.recruitment@hsbc.com
Telephone: +44 207 832 8500