Skip to content

This website works best using cookies which are currently disabled.Cookie policy  Allow cookies
JobServe
 

Job Application

 
 
 

Please answer the following questions in order to process your application.

 
 
Email Address *
 
Select your working status in the UK *
 
 
 
File Attachments:
(2MB file maximum. doc, docx, pdf, rtf or txt files only)
 
Attach a CV * 
 
Optional covering letter 
OR
Clear covering letter
 
 
 * denotes required field
 
Apply
 
 
Additional Information:
 
First Name
 
Last Name
 
Address
 
Country
 
Home Telephone
 
Mobile/Cell
 
Availability/Notice
 
Hourly Rate GBP
 
Approximately how far are you willing to travel to work (in miles) ?
 
 
 

Key Privacy Information

When you apply for a job, JobServe will collect the information you provide in the application and disclose it to the advertiser of the job.

If the advertiser wishes to contact you they have agreed to use your information following data protection law.

JobServe will keep a copy of the application for 90 days.

More information about our Privacy Policy.

 

Job Details

 

Front Office Quantitative Analyst (C++ Expert) (Contract)
Location: London Country: UK Rate: £800 - £900 per day
 

Job Title: Front Office Quantitative Analyst (C++ Expert)
Location: London
Working Model: Flexible WFH
Duration: 6 months - 12 months minimum with further extensions applicable
Daily Rate Available: up to £900 Umbrella
Inside IR35 via Umbrella: Paystream, Danbro, Focused

ROLE DESCRIPTION

  • 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

Posted Date: 12 Apr 2024 Reference: JS-BBBH226751 Employment Business: Experis IT Contact: Omair Langah
hide