Analytics Quantitative Developer

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HSBC Asset Management (AM), the investment management business of the HSBC Group, serves HSBC’s worldwide customer base of retail and private clients, intermediaries, corporates and institutions invested in both segregated accounts and pooled funds. HSBC Asset Management fulfils its purpose of connecting HSBC’s clients with investment opportunities around the world through an international network of offices in approximately 30 countries, delivering global capabilities with local market insight.

We have an opportunity with the Global Analytics team for a for an Analytics Quantitative Developer.

Due to continuous growth of the Team are seeking a highly analytical, self-driven and curios individual to support the investment functions within HSBC’s Global Asset Management. The role will help develop portfolio analytics, risk modelling, machine learning and AI capabilities across the AM Front Office. Collaborating with all Front Office departments they will create a portfolio analytics strategy to drive automation acceleration, agility, innovation, and significant business value. The candidate will build a python-based portfolio analytics ecosystem to support these objectives.

In this role you will:

• Design, code, and maintain high-performance applications, conduct unit testing and code reviews for quality assurance and implement algorithms, including AI techniques, to optimize performance and resource use.
• Create and validate quantitative models for financial pricing and risk, incorporating AI methodologies, apply financial theories and quantitative methods to support model creation and ensure compliance with regulatory standards and best practices.
• Use mathematical, statistical, and AI techniques to analyse complex financial data, perform model validation and back-testing for accuracy and generate insights from data analysis to support decision-making.
• Collaborate with internal teams to tackle analytical problems and develop actionable strategies and stay updated on trends in AI, quantitative finance, and technology.
• Be part of the team and support others in the pursuit of the overall business goal.

To be successful in this role you should meet the following requirements:

• Demonstrable Experience of using of C# as part of your role essential.
• Attained a higher-level educational qualification (Masters, PHD) in a Mathematics led subject, Maths, Physics, Computer Science etc is essential.
• Relevant level of experience working in a Quants Developer / Modeller role is essential.
• Excellent communication skills coupled with a proactive, self-motivated, and positive attitude. The ability to multitask whilst under pressure and solve problems efficiently is essential.
• Familiarity with financial instrument pricing models is desirable.
• Prior experience of working within a Financial Services setting or with financial instrument pricing models is desirable.

This role is be based In London.

Being open to different points of view is important for our business and the communities we serve. At HSBC, we’re dedicated to creating diverse and inclusive workplaces - no matter their gender, ethnicity, disability, religion, sexual orientation, or age. We are committed to removing barriers and ensuring careers at HSBC are inclusive and accessible for everyone to be at their best. We take pride in being a Disability Confident Leader and will offer an interview to people with disabilities, long term conditions or neurodivergent candidates who meet the minimum criteria for the role.

If you have a need that requires accommodations or changes during the recruitment process, please get in touch with our Recruitment Helpdesk:

Email: [email protected]

Telephone: +44 207 832 8500