Quantitative Analyst
5 hours ago
We are seeking an experienced Quantitative Analyst to join our team in the role of AVP - Equity Derivatives Model Quant - Product development/Model Governance.
About HSBCHSBC is one of the largest banking and financial services organizations in the world, with operations in 64 countries and territories. We aim to be where the growth is, enabling businesses to thrive and economies to prosper, and ultimately helping people to fulfill their hopes and realize their ambitions.
Key Responsibilities- Develop models for derivative pricing in a professional standard, ensuring industry good practices are followed.
- Awareness of Operational Risk scenarios associated with the role and acting accordingly.
- Maintaining HSBC internal control standards, including timely implementation of internal and external audit points.
- Understanding and compliance with all relevant internal and external rules, regulations, and procedures.
- Mathematical Finance degree from a top-tier university.
- Experience in model development/model validation in derivative pricing (at least 2 years).
- Familiarity with C++.
- Scripting and Python experience.
- Advanced C++ (at least 2 years).
- Advanced knowledge of Linear Algebra/Partial Differential Equations/Stochastic processes/Probability theory.
HSBC is an equal opportunity employer committed to building a culture where all employees are valued, respected, and opinions count. We take pride in providing a workplace that fosters continuous professional development, flexible working, and opportunities to grow within an inclusive and diverse environment.
Salary EstimateThe estimated salary range for this position is between $100,000 and $150,000 per annum, based on market rates and location.
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