Job Description

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.


HSBC Global Banking and Markets is an emerging markets-led, financing-focused business that provides investment and financial solutions. Through our international network, we connect emerging and mature markets, covering key growth areas. We partner with our corporate, government and institutional clients to help them achieve consistent, long-term performance. Our products and services include advisory, financing, prime services, research and analysis, securities services, trading and sales and transaction banking.


We are currently seeking an individual to join this team in the role of Quant developer.


Equity Derivatives Quants (a division of Global Banking and Markets) are looking for a C++/Python developer specialising in Structured Equity Derivatives.


While the role is London based, the team and clients are located globally with presence in London, Paris, Hong Kong, and Bangalore. Occasional travel may be required.


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:

Assist the design and implementation of pricing, risk and P&L infrastructure surrounding the core pricing library Assist the Quantitative Modellers to develop the core pricing library. Develop the Quantitative tooling required to support the platform. Delivery of the calculation infrastructure required for FRTB IMA regulatory reporting Design and development of end-of-day risk and P&L calculations allowing the retirement of the legacy vendor platform Design and development of intraday risk and P&L calculations. Design and development of market data marking pipelines.

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

Relevant years working as a Front Office- 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 or finance industry Relevant years C++ experience (preferably using Visual Studio 2022) and experience in Python Relevant experience in equity / derivatives/ Rates / FX / Commodities environment




This role is based in 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 a Disability Confident Leader and will offer an interview to people with disabilities, long term conditions or neurodivergent candidates who meet the minimum criteria for the role.


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


Email: hsbc.recruitment@hsbc.com


Telephone: +44 207 832 8500