Senior FX Options Quant: Pricing & Risk Modeling

HSBC Holdings plc; Greater London; Sur place; GBP 120 000 - 180 000; Plein temps

Résumé du poste

HSBC Holdings plc in London seeks an experienced FX Options Quant to develop and support pricing models and analytics across vanilla, flow and exotic options. You’ll work closely with Trading, Structuring, Risk, Finance and IT to deliver production-quality models aligned with global standards.

You’ll design and implement pricing libraries, build trading tools in C++ with Python/VBA interfaces, and contribute to risk analytics and explainability for frontline users.

Qualifications

• Apply a strong quantitative finance foundation including stochastic calculus, PDEs, no-arbitrage valuation and numerical methods across Monte Carlo and PDE approaches
• Bring proven knowledge of FX options pricing models and techniques such as local volatility and stochastic local volatility, volatility surface construction and calibration and AAD risk frameworks
• Demonstrate strong understanding of FX options products and market conventions including vanilla and complex exotics, smile dynamics and structured FX derivatives
• Build production-quality implementations in C++ and follow robust code practices
• Use Python or VBA to script interfaces, tooling or analytics where needed
• Show experience developing, implementing or supporting pricing and risk models for FX options or other derivatives
• Work effectively with version control such as Git and contribute within distributed development and automated build pipeline practices
• Partner constructively with Trading, Structuring, Risk, Finance, IT and global Quant teams through clear communication and effective stakeholder management

Responsabilités

• 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

Connaissances

Quantitative finance

Stochastic calculus

PDEs

Monte Carlo methods

No-arbitrage valuation

C++ production code

Python scripting

Git version control

Outils

C++

Python

VBA

Description du poste

HSBC Holdings plc in London seeks an experienced FX Options Quant to develop and support pricing models and analytics across vanilla, flow and exotic options. You’ll work closely with Trading, Structuring, Risk, Finance and IT to deliver production-quality models aligned with global standards.

You’ll design and implement pricing libraries, build trading tools in C++ with Python/VBA interfaces, and contribute to risk analytics and explainability for frontline users.