Vice President- Equity Derivatives Quant
HSBC
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HSBC is one of the largest banking and financial services organisations in the world, with operations in 62 countries and territories. We aim to be where the growth is, enabling businesses to thrive and economies to prosper, and, ultimately, helping people to fulfil their hopes and realise their ambitions.
We are currently seeking an experienced professional to join our team in the role of Equity Derivatives Quant
Principal responsibilities
Developing and enhancing the available products and models available to tradeEnhance reserve methodologies; Enhance model performance monitoring Timely completion of model development tasks with little or no bugs; Positive feedback from the trading, structuring and valuation control desks; Successful release of new models in quant librariesResolving issues raised by users and IT teams in using the Quant libraries; Assisting other members of the Equities Quant team with technical issues; Assisting IT with any integration issues they may have with our libraries.Following internal and regulatory guidelines for Releases and Documentation of the Quant libraries and tools; Define and run the relevant tests; Being able to roll back to a different version of the codebase, thanks to a robust versioningProvide support of product development tasks; Develops new products with their appropriate model, model calibration tools and risks.Develops and maintains complex products such as Vol Caps, Quantitative Investment Strategies, Collateralized Loans, new one-off trades; Defines model reserves methodologies in collaboration with Product Control and Trading. Monitors these reserves. Contributes to their industrializationParticipate in Model Governance – Development of model performance indicators, Liaise with IMR in Model reviews and implement remediative actions to findings arising from such reviews.Develop and maintain a testing framework for new products and models; Day to day support / Bugs fixing; Assist in the release of the Quant libraries and tools; Assist in deploying the product development tools to users
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