Quantitative Analyst - Equity Derivatives Pricing & Risk

HSBC Holdings plc; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

HSBC Holdings plc is expanding its Equity Derivatives Quants team in Global Banking and Markets. The role focuses on designing and implementing robust pricing, P&L, scenario and risk models, plus market data tooling for the derivatives stack.

You will work with global colleagues and deliver models used by front-to-back users in production. You’ll collaborate with Trading, Risk, Finance and technology, applying established pricing frameworks and modern software practices to support FRTB reporting

Qualifications

• Experience developing quantitative finance models in Rust, Python or C++.
• Knowledge of structured equity derivatives and pricing approaches.
• Strong software development practices and production-quality delivery.

Responsibilities

• Design, develop, test and document quantitative models to HSBC standards.
• Build pricing and P&L models for structured equity derivatives.
• Implement scenario and risk models to support trading and risk use cases.
• Develop market data models used by the derivatives modelling stack.
• Deliver calculation models for FRTB regulatory reporting.
• Develop quantitative tooling that supports the platform and its users.
• Diagnose model issues and provide timely support and fixes.
• Collaborate with Trading, Risk, Finance, and technology teams on delivery.

Skills

Rust

Python

C++

Quant modeling

Pricing models

Excel

Tools

Git

R

Job description

HSBC Holdings plc is expanding its Equity Derivatives Quants team in Global Banking and Markets. The role focuses on designing and implementing robust pricing, P&L, scenario and risk models, plus market data tooling for the derivatives stack.

You will work with global colleagues and deliver models used by front-to-back users in production. You’ll collaborate with Trading, Risk, Finance and technology, applying established pricing frameworks and modern software practices to support FRTB reporting