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Quantitative Analyst - Linear Rates - Job Opportunity at HSBC Global Services Limited

London, United Kingdom
Full-time
Senior
Posted: April 13, 2025
On-site
GBP 90,000 - 150,000 per year based on London market rates for senior quant roles at tier-1 banks

Benefits

Premium Healthcare Package with comprehensive coverage exceeding market standards
Enhanced maternity and adoption benefits with strong return-to-work support programs
Competitive pension scheme with above-average employer contributions
Professional development and career advancement programs

Key Responsibilities

Lead mathematical model integration across FX, Fixed Income, Credit, and Equities trading desks
Design and implement critical pricing and structuring models for multiple business functions
Develop and maintain C++ solutions for interest rate curve analytics
Drive quality improvements in code base and testing frameworks
Collaborate with senior traders and cross-functional stakeholders

Requirements

Education

Degree/Masters in mathematical finance, computer science or mathematics

Experience

Senior level experience in quantitative analysis with focus on interest rates

Required Skills

Expertise in interest rates curve analytics Linear swap pricing IR curve construction Linear rates instruments C++ development Strong written and verbal communication Stakeholder management
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Sauge AI Market Intelligence

Industry Trends

The quantitative finance sector is experiencing increased demand for sophisticated curve analytics expertise due to market volatility and regulatory changes Integration of machine learning with traditional quant models is becoming more prevalent in rates trading Growing emphasis on real-time risk management and automated trading systems is driving demand for efficient curve construction algorithms

Role Significance

Typically part of a specialized team of 5-8 quants working closely with trading desks
Senior individual contributor role with significant influence on trading desk performance and risk management frameworks

Key Projects

Development of next-generation curve building frameworks Integration of multi-curve pricing models Implementation of real-time risk analytics systems Enhancement of existing pricing libraries

Success Factors

Deep understanding of fixed income markets and derivatives pricing Ability to bridge theoretical models with practical trading requirements Strong software engineering practices in a financial context Effective communication with both technical and business stakeholders

Market Demand

High demand with limited talent pool, particularly for candidates with both rates expertise and strong C++ skills

Important Skills

Critical Skills

Rates analytics expertise is fundamental for market competitiveness C++ development skills ensure high-performance implementation Communication skills enable effective model deployment

Beneficial Skills

Python for rapid prototyping Knowledge of regulatory frameworks Experience with cloud computing platforms

Unique Aspects

Opportunity to work on full stack of rates products from vanilla to exotic
Access to global markets perspective with strong Asian market focus
Integration of traditional quant finance with modern technology stack

Career Growth

2-4 years in role before progression to team lead or specialized expert position

Potential Next Roles

Head of Quant Analytics Trading Desk Quantitative Strategist Head of Fixed Income Technology

Company Overview

HSBC Global Services Limited

HSBC is one of the world's largest banking and financial services organizations, with significant investment in quantitative trading capabilities

Tier-1 global bank with strong presence in rates trading and Asian markets
London office serves as a major global hub for HSBC's quantitative research and development
Professional environment with strong emphasis on risk management and technical excellence
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