Front Office Quantitative Analyst

Experis IT

Posted on Apr 4, 2024 by Experis IT
London, United Kingdom
IT
1 Apr 2024
£900 - £900 Daily
Contract/Project

Job Title: Front Office Quantitative Analyst (C++ Expert)
Location: London
Working Model: Flexible WFH
Duration: 6 months minimum with further extensions applicable
Daily Rate Available: up to £900 Umbrella
Inside IR35 via Umbrella: Paystream, Danbro, Focused

ROLE DESCRIPTION

  • The role will require development of the underlying mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks at HSBC
  • To design, develop, test and document the models developed to HSBC standards
  • Develop technical solutions for the desk as required
  • To provide rapid fixes to any issues identified in the models
  • To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation)

Essential Knowledge and Experience Required

  • 1-5 years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment
  • A degree in mathematical finance, science or maths from a top tier university
  • Knowledge of the standard pricing models used in the investment banking industry
  • C++ experience (preferably using Visual Studio 2017)
  • Excel VBA experience required
  • Python experience preferred
  • Experience with IBOR a plus
  • Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.
  • Knowledge of main instruments used in FX, Fixed Income, Credit, or Equities
  • Knowledge of CVA, CSA discounting, VaR, ES and other risk measures.
  • Strong C++
  • Knowledge of at least one of the following Scripting languages: Python, Perl, Shell Script, C#, Java, VBA.
  • Good knowledge of Excel.
  • Knowledge of Windows and UNIX/Linux, understanding of and experience with version control systems (GIT) and distributed development process.
  • Knowledge of distributed computing and serialisation techniques preferred.
  • Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time


Reference: 2743754895

https://jobs.careeraddict.com/post/89638912

This Job Vacancy has Expired!

Experis IT

Front Office Quantitative Analyst

Experis IT

Posted on Apr 4, 2024 by Experis IT

London, United Kingdom
IT
1 Apr 2024
£900 - £900 Daily
Contract/Project

Job Title: Front Office Quantitative Analyst (C++ Expert)
Location: London
Working Model: Flexible WFH
Duration: 6 months minimum with further extensions applicable
Daily Rate Available: up to £900 Umbrella
Inside IR35 via Umbrella: Paystream, Danbro, Focused

ROLE DESCRIPTION

  • The role will require development of the underlying mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks at HSBC
  • To design, develop, test and document the models developed to HSBC standards
  • Develop technical solutions for the desk as required
  • To provide rapid fixes to any issues identified in the models
  • To develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation)

Essential Knowledge and Experience Required

  • 1-5 years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environment
  • A degree in mathematical finance, science or maths from a top tier university
  • Knowledge of the standard pricing models used in the investment banking industry
  • C++ experience (preferably using Visual Studio 2017)
  • Excel VBA experience required
  • Python experience preferred
  • Experience with IBOR a plus
  • Solid background in stochastic processes, probability and numerical analysis. Physics, Engineering or similar subjects is desirable, but not strictly required.
  • Knowledge of main instruments used in FX, Fixed Income, Credit, or Equities
  • Knowledge of CVA, CSA discounting, VaR, ES and other risk measures.
  • Strong C++
  • Knowledge of at least one of the following Scripting languages: Python, Perl, Shell Script, C#, Java, VBA.
  • Good knowledge of Excel.
  • Knowledge of Windows and UNIX/Linux, understanding of and experience with version control systems (GIT) and distributed development process.
  • Knowledge of distributed computing and serialisation techniques preferred.
  • Ability to work in fast-paced environment with proven ability to handle multiple outputs at one time

Reference: 2743754895

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