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

HSBC; Greater London; Hybrid; GBP 60,000 - 80,000; Full time

Job summary

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.

Benefits

Professional development opportunities

Diverse and inclusive workplace

CV and Interview workshops

Qualifications

• Master’s or PhD in Quantitative Finance, Mathematics, Physics, or Engineering.
• Experience coding in Python or C++ essential.
• Familiarity with Valuation Adjustments, Funding, and Liquidity advantageous.

Responsibilities

• Develop methodologies within Fair Value Adjustments.
• Ensure regulatory compliance with Global PC Analytics teams.
• Enhance controls in coding best practices within the team.
• Engage with stakeholders from multiple teams to update ongoing projects.
• Collaborate with diverse teams while respecting HSBC values.

Skills

Quantitative Finance background

Python

C++

Financial products knowledge

Stakeholder engagement

Education

Master’s or PhD in Quantitative Finance or numerical subject

Job description

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.