Job Title: Front Office Quantitative Analyst (C++ Expert)
Location: London
Working Model: Flexible WFH
Duration: 6 months - 12 months minimum with further extensions applicable
Daily Rate Available: up to £900 Umbrella
Inside IR35 via Umbrella: Paystream, Danbro, Focused

**Ideal candidate needs to have front office experience and C++ proficiency

ROLE DESCRIPTION

• 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)

Essential Knowledge and Experience Required

• 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

• 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++
• 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