FX Options Quant: Front‑Office Modeling & Production Analytics

HSBC Holdings plc; Royal Borough of Greenwich; On-site; GBP 120,000 - 180,000; Full time

Job summary

HSBC Holdings plc in London is seeking an experienced FX Options Quant to develop and support front office models and tools across vanilla, flow and exotic options. You will deliver production-quality analytics and align local work with global standards.

The role requires strong quantitative finance skills, production-grade C++ and Python, and the ability to collaborate with Trading, Structuring, IT, Risk and Finance to drive robust pricing and risk capabilities.

Qualifications

• Strong foundations in stochastic calculus, PDEs and no-arbitrage valuation.
• Experience with FX options pricing models and volatility surfaces.
• Production-quality coding in C++ with Python interfaces.

Responsibilities

• Act as a key London contact for front office FX Options Quant topics.
• Represent the FX Options Quant team to Trading, Structuring, IT, Risk and Finance.
• Coordinate with global colleagues to maintain alignment, consistency and knowledge sharing.
• Design, develop, test and document front office FX options pricing models to HSBC standards.
• Develop and support models across vanilla, flow and complex exotic FX options including structured FX derivatives and multi-asset trades.
• Deploy and integrate new methodologies into pricing libraries, risk systems and trading tools using common standards and code practices.
• Build and enhance trading and risk tools in C++ with interfaces in Python, VBA or internal frameworks.
• Develop analytics for pricing, hedging, risk management, PnL Explain and scenario analysis.
• Partner with Macro Quant and IT teams to strengthen platform consistency and reduce duplication or divergence.
• Investigate production pricing, risk and market-data issues with Front Office and Technology support.

Skills

Quantitative finance

C++ development

Python scripting

Git/version control

Front office collaboration

Risk analytics

Tools

C++

Python

VBA

Git

Job description

HSBC Holdings plc in London is seeking an experienced FX Options Quant to develop and support front office models and tools across vanilla, flow and exotic options. You will deliver production-quality analytics and align local work with global standards.

The role requires strong quantitative finance skills, production-grade C++ and Python, and the ability to collaborate with Trading, Structuring, IT, Risk and Finance to drive robust pricing and risk capabilities.