Quantitative Analyst
4 weeks ago
Unlock Your Potential in a Dynamic Role
HSBC is seeking a skilled Quantitative Analyst to join our team in the Equity Derivatives Model Development department. As a key member of our team, you will be responsible for developing and maintaining complex models used in derivative pricing.
Key Responsibilities
- Develop and implement professional-grade programming to ensure industry best practices are followed.
- Understand and manage operational risk associated with the role.
- Maintain HSBC's internal control standards, including timely implementation of internal and external audit points.
- Ensure compliance with all relevant internal and external rules, regulations, and procedures.
Requirements
- A degree in Mathematical Finance from a top-tier university.
- At least 2 years of experience in model development and validation in derivative pricing.
- Familiarity with C++ and scripting languages such as Python.
- Advanced knowledge of Linear Algebra, Partial Differential Equations, Stochastic Processes, and Probability Theory.
Why Choose HSBC?
HSBC is an equal opportunity employer committed to creating a diverse and inclusive work environment. We offer a range of benefits, including continuous professional development opportunities, flexible working arrangements, and a competitive salary and benefits package.
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