HSBC Group

Business: Global Banking and Markets

Open positions: 1

Role Title: VP – Equity Derivatives QuantDev

Global Career Band: 4

Location: Bangalore, India

Recruiter Name:  Tanvi Mathur

Why join us?

• The role offers an exciting opportunity to work in the Equity Derivatives quant team, which gives the challenges and learning given by a Front Office role, where one is part of a high performance team that caters to design and building of scalable engines for pricing, risk and calibration and building of quant tooling where one is given the exposure to derivative products and models used by the trading desk and the opportunity to implement cutting edge technology.

The Opportunity:

• Equity Derivatives Quants (a division of Global Banking and Markets) are looking for an experienced C# developer with additional C++/Python knowledge specialising in Structured Equity Derivatives with the ability to lead small teams. 

What you’ll do:

• The candidate will be expected to:
• Assist the design and implementation of pricing and market data pipelines surrounding 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
• The candidate should expect to have day-to-day interactions with the trading desk, other quants, the Risk and Finance departments, and technology teams.  While the role is Bangalore based, the team and clients are located globally with presence in London, Paris, Hong Kong and Bangalore.  Occasional travel may be required

What you will need to succeed in the role:

• 5-7 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
• Five or more years C# experience (preferably using Visual Studio 2017)
• Two or more years of C++ experience (preferably using Visual Studio 2017)
• Three or more years Python experience required
• Previously developed coding standards and extensive experience in CI/CD pipelines
• Experience of developing multi-component architectures
• Knowledge of distributed computing and serialisation techniques

What additional skills will be good to have?

• Experience of data analysis
• Knowledge of the main instruments used in Equities and Equity Derivatives
• Knowledge of instrument pricing, sensitivity calculations, P&L prediction, P&L explain, VaR, ES and other risk measures.
• Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time

Link to Candidate User Guide:

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Go to the below link and type “IND GSC : IJP Applicant User Guide” in search bar.

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You’ll achieve more at HSBC

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. We encourage applications from all suitably qualified persons irrespective of, but not limited to, their gender or genetic information, sexual orientation, ethnicity, religion, social status, medical care leave requirements, political affiliation, people with disabilities, color, national origin, veteran status, etc., We consider all applications based on merit and suitability to the role.”

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