Emerging Markets Quantitative Researcher HSBCJP00059549

Experis UK; Greater London; Hybrid; GBP 144,000 - 188,000; Full time

Job summary

Experis is seeking an experienced Emerging Markets Quantitative Researcher to join its Rates Quantitative Research team in London. The role focuses on enhancing quantitative pricing models for Emerging Markets Rates and FX, working closely with Front Office Trading and IT teams in a fast-paced investment banking environment.

Strong hands-on C++ programming and practical experience with linear rates products are essential, with awareness of Emerging Markets idiosyncrasies and market

Qualifications

• Strong hands-on C++ coding experience.
• Active experience with linear interest rate products and pricing challenges.
• Experience enhancing, maintaining and supporting pricing models.
• Good understanding of Rates products and FX in a financial markets environment.
• Awareness of Emerging Markets conventions and market-specific challenges.
• Experience working with Front Office desking and IT teams.

Responsibilities

• Enhance, maintain and support existing quantitative pricing models across Rates and FX.
• Collaborate with Front Office Trading teams to understand pricing requirements and daily trading challenges.
• Support the development and maintenance of pricing analytics and risk methodologies.
• Work with IT teams on model implementation, production support and technical improvements.
• Translate trading desk needs into effective technical solutions and refine business requirements.
• Contribute to convergence of pricing methodologies across FICC.

Skills

C++ Programming

Linear Rates

Quantitative Modelling

Rates & FX

Emerging Markets

Front Office Exposure

Communication

Job description

Role Title: Emerging Markets Quantitative Researcher

Duration: contract to run until 06/2027

Location: London. Hybrid, 2 days per week onsite

Rate: £900 p/d Umbrella inside IR35

Role purpose / summary

Our client is seeking an experienced Emerging Markets Quantitative Researcher to join its Rates Quantitative Research team within Global Fixed Income and Currencies Quants.

The role will focus on enhancing, maintaining and supporting existing quantitative pricing models, analytics and risk methodologies across Emerging Markets Rates and FX.

Working closely with Front Office Trading and IT teams, the successful candidate will help deliver and support quantitative solutions within a fast-paced investment banking environment.

Strong hands-on programming skills, particularly in C++, alongside practical experience of linear Rates products, are key requirements and an understanding of Emerging Markets and their specific market characteristics

Key Responsibilities

• Enhance, maintain and support existing quantitative pricing models across Rates and FX.
• Work closely with Front Office Trading teams to understand pricing requirements and day-to-day trading challenges.
• Support the development and maintenance of pricing analytics and risk methodologies.
• Work with IT teams on model implementation, production support and technical improvements.
• Challenge and refine business requirements, translating trading desk needs into effective technical solutions.
• Contribute to the alignment and convergence of pricing methodologies across FICC.

Essential Skills & Experience

• C++ Programming: Strong hands-on C++ coding experience. Other object-oriented programming languages may be considered.
• Linear Rates: Active experience working with linear interest rate products, including an understanding of pricing and modelling challenges.
• Quantitative Modelling: Experience enhancing, maintaining and supporting existing pricing models.
• Rates & FX: Good understanding of Rates and FX products within a financial markets environment.
• Emerging Markets: Awareness of Emerging Markets, their conventions, characteristics and market-specific challenges
• Front Office Exposure: Experience working closely with Trading desks, ideally within an investment bank.
• Strong communication and stakeholder management skills, with the ability to work across Quantitative Research, Trading and Technology teams.

Products & Emerging Markets Exposure

The role will primarily focus on relatively straightforward, predominantly linear Rates and FX products, including:

• FX Forwards.
• Non-Deliverable Forwards (NDFs).
• Linear interest rate products.
• Direct experience with Brazilian interest rate curve modelling is advantageous but not essential. Experience with broader Emerging Markets exposure, including LATAM, Asian or other developing markets is suitable
• The key requirement is an awareness of Emerging Markets idiosyncrasies and a willingness to develop further market-specific knowledge.

Ideal Candidate

• An experienced C++ Quantitative Researcher or Quant Developer with practical linear Rates experience, ideally gained within a Front Office banking environment.