Quantitative Analyst - Linear Rates

Posted 7 days 7 hours ago by HSBC

Permanent
Not Specified
Other
London, United Kingdom
Job Description

Area of Interest: Investment Banking, Markets, and Research

Location: London, GB, E14 5HQ

Work style: Hybrid Worker

Date: 13 Mar 2025

Some careers shine brighter than others.

If you're looking for a career that will help you stand out, join HSBC and fulfil your potential. Whether you want a career that could take you to the top, or simply take you in an exciting new direction, HSBC offers opportunities, support and rewards that will take you further.

We are currently seeking a high calibre individual to join the team in the role of Quantitative Analyst.

The primary purpose will involve integration of the underlying mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks at HSBC.

A fantastic opportunity to work within an extremely dynamic and agile team.

As an HSBC employee in the UK, you will have access to tailored professional development opportunities and a competitive pay and benefits package. This includes private healthcare for all UK-based employees, enhanced maternity and adoption pay and support when you return to work, and a contributory pension scheme with a generous employer contribution.

In this role, you will:

  1. Proactively work with your stakeholder group across various business functions (Risk, Finance, Trading etc) to develop the required models for pricing/structuring.
  2. Design, develop, test and document the model integration workflows developed to HSBC standards.
  3. Develop technical solutions in C++ to maintain and enhance HSBC's interest rate curve building solutions.
  4. Contribute to improvements of the quality of the code and of the testing environment.

To be successful in this role you should meet the following requirements:

  1. Proven background as a Quantitative Analyst, with expertise in interest rates curve analytics specifically (linear swap pricing, IR curve construction, linear rates instruments) is essential.
  2. Degree/Masters qualified - ideally in mathematical finance, computer science or maths.
  3. Experience in delivering interest rate curve quantitative analytics in a C++ library is essential.
  4. Knowledge of the standard pricing models used in the investment banking industry with an understanding of interest rates and FX.
  5. Strong written and verbal communications skills with confidence in liaising with senior traders.

The base location for this role is London.

Opening up a world of opportunity

Being open to different points of view is important for our business and the communities we serve. At HSBC, we're dedicated to creating diverse and inclusive workplaces. Our recruitment processes are accessible to everyone - no matter their gender, ethnicity, disability, religion, sexual orientation, or age.

We take pride in being part of the Disability Confident Scheme. This helps make sure you can be interviewed fairly if you have a disability, long term health condition, or are neurodiverse.

If you'd like to apply for one of our roles and need adjustments made, please get in touch with our Recruitment Helpdesk:

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