Low-Latency FX Algo Developer

HSBC Group; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

HSBC is seeking a front-office Quantitative Developer to build low-latency FX pricing and execution models within the eRisk team of Global Banking and Markets. You will own end-to-end delivery from model to production, partnering with quants, traders and technology colleagues worldwide.

The role emphasizes hands-on development in Java, performance-critical systems and a strong engineering culture, with opportunities to influence platform architecture and engineering standards across the team.

Qualifications

• Proven experience in FX spot, FI, Rates or Equities algorithmic execution and pricing.
• Strong Java server-side development in multithreaded environments.
• Hands-on experience lowering latency for high-volume electronic trading.
• Knowledge of trading desk operating models in a large multi-site bank.
• Experience delivering enterprise systems via agile delivery.
• Understanding of Spot FX and Forward FX market conventions.

Responsibilities

• Develop algorithmic pricing strategies in Java for eRisk trading applications.
• Partner with eRisk Quantitative Analysts to shape algo specifications and deliver production implementations.
• Own end-to-end delivery of quant models into production across pricing and execution components.
• Extend and maintain the algorithmic codebase with strong engineering and testing practices.
• Participate in peer code reviews to ensure quality and maintainability.
• Collaborate with business and control functions to ensure algos function safely in production.
• Assist with deployment of components to development and test environments.
• Mentor junior developers through practical support and feedback.
• Partner effectively with IT, Production Support and other teams across the bank to deliver and run services.

Skills

FX algo execution

Java server-side

Low-latency

Agile delivery

Production-grade

Code reviews

Job description

HSBC is seeking a front-office Quantitative Developer to build low-latency FX pricing and execution models within the eRisk team of Global Banking and Markets. You will own end-to-end delivery from model to production, partnering with quants, traders and technology colleagues worldwide.

The role emphasizes hands-on development in Java, performance-critical systems and a strong engineering culture, with opportunities to influence platform architecture and engineering standards across the team.