HSBC

Project management

★★★★★

C++ quant analyst - derivatives

07 November England - Greater London, London Temp

HSBC are currently seeking an experienced C++ Quant Analyst - Derivatives. Cross-Asset Quant Development (a division of Global Banking and Markets) are looking for experienced C++ developer specialising in Structured Equity Derivatives. The candidate will be expected to help work on the development of the core pricing library, its interfaces to the expanding strategic pricing and risk platforms, and migrations away from legacy implementations. They should expect to have day-to-day interactions with the trading desk, other quants, and technology teams.

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.

Essential Experience and Knowledge for the Quant Development - Equity Derivatives

* At least five years hands-on experience of developing C++ libraries or applications, preferably with Visual Studio 2005 and 2017

* At least three years working within a front-office environment or with front-office teams

* At least three years' experience of equity derivative products, their pricing, risk management and associated market and reference data, or five years within other derivatives business areas

* Takes a disciplined approach to software development in all stages - analysis, build, test, and support - using best practices (Design patterns, Agile/CIT, DevOps)

* Excellent communication skills in English (spoken and written)

* Ability to work as part of a team in a complex and global environment

* Ability to work autonomously, take initiative, and own an entire project from inception to deployment



Additional experience and knowledge that would be ideal:



* Build management tooling, performance tuning tools and memory management diagnosis

* Prior experience of Python development

* Prior experience of developing pricing libraries on Linux

* Experience of cross platform data schema design/bindings - e.g. protobuf

* Experience of integrating with CIT tools such as Jenkins / TeamCity