full-time
Quantitative Analyst
HSBC
- Employer
- HSBC
- Location
- London
- Working pattern
- hybrid
About the role
Design, develop, and document quantitative models for structured equity derivatives to meet HSBC standards. Collaborate with trading, risk, and technology teams to deliver pricing, P&L, and regulatory reporting models. Requires experience developing quantitative finance models using Rust, Python, or C++ and strong knowledge of structured equity derivatives. Candidates must be proficient in applying pricing approaches like Black-Scholes and stochastic volatility models.