Front Office Quantitative Analyst (C+ Expert)

Job Title: Front Office Quantitative Analyst (C++ Expert)Location: LondonWorking Model: Flexible WFHDuration: 6 months - 12 months minimum with further extensions applicableDaily Rate Available: up to £900 UmbrellaInside IR35 via Umbrella: Paystream, Danbro, FocusedROLE DESCRIPTIONThe role will require development of the underlying mathematical models and analytical tools used by the FX, Fixed Income, Credit, or Equities desks at HSBCTo design, develop, test and document the models developed to HSBC standardsDevelop technical solutions for the desk as requiredTo provide rapid fixes to any issues identified in the modelsTo develop model calibration routines and market data analytics (such as curve bootstrapping and interpolation)Essential Knowledge and Experience Required1-5 years working as a Quantitative Analyst developing models in quantitative finance, IT development, or a trading environmentA degree in mathematical finance, science or maths from a top tier universityKnowledge of the standard pricing models used in the investment banking industryC++ experience (preferably using Visual Studio 2017)Excel VBA experience requiredPython experience preferredExperience with IBOR a plusSolid 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 EquitiesKnowledge 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
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