WHO WE ARE
Quanteam Group is a Consultancy firm specialising in the Financial sector, in London, Paris, Brussels, New York and Singapore.
Since 2007, our 800 consultants provide our sector with expertise and capacity across different areas such as Financial Engineering and Quantitative Research, Regulations and Market Change, IT Transformation and Innovation.
Our major clients are Corporate & Investment Banks, Asset Managers, Financial Associations, Hedge Funds, Brokers, Trading Companies, and Insurance Companies.
The company participates in major Programmes driven by Business, Technology and Regulatory initiatives, and we bring business advice through quantitative, risk, front office and organizational experience as well as IT expertise via Business Analysis, Development, Business Continuity and Change Management.
As part of Quanteam Group, Quanteam UK (incorporated in 2007) counts more than 90 consultants, delivering our expertise to major Financial institutions in London.
Our client is a major British multinational investment bank and financial services holding, organized with four business groups: commercial banking, Global Banking and Markets, Retail Banking and Wealth Management
• 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)
CERTIFICATIONS, QUALIFICATIONS AND EXPERIENCE
• 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
KNOWLEDGE, SKILLS & EXPERIENCE
• 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++ skills.
• 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