Hybrid Quantitative Analyst - Cross-Asset Python / C++

HSBC Group; City of Westminster; Hybrid; GBP 60,000 - 80,000; Full time

Job summary

A leading global banking organization is seeking an experienced Hybrid Quantitative Analyst to enhance fair value methodologies and ensure compliance with regulatory standards. The ideal candidate will possess a Master’s or PhD in Quantitative Finance or related fields, with expertise in Python and C++. This role emphasizes teamwork and offers a fantastic benefits package along with opportunities for professional development.

Benefits

Fantastic benefits package

Opportunities for professional development

Qualifications

• Expertise in Python and C++ is essential.
• Master's or PhD in Quantitative Finance or related fields required.
• Experience with fair value methodologies and regulatory compliance is a plus.

Responsibilities

• Enhance fair value methodologies.
• Ensure compliance with regulatory standards.
• Collaborate across teams in a hybrid work model.

Skills

Python

C++

Quantitative Finance

Education

Master's or PhD in Quantitative Finance or related fields

Job description

Hybrid Quantitative Analyst - Cross-Asset Python / C++

Posted: 01/12/25

Recruiter: HSBC

Reference: 3037817281

Type: Permanent

Salary: £60,000 - £80,000 Annual

Location: London

A leading global banking organization in London is seeking an experienced Quantitative Analyst to enhance fair value methodologies and ensure compliance with regulatory standards. The ideal candidate will have a Master's or PhD in Quantitative Finance or related fields, and experience in Python and C++. Collaboration across teams is emphasized while working in a hybrid model. This role offers a fantastic benefits package and opportunities for professional development.