Vice President- Equity Derivatives Quant

As an Equity Derivatives Quant at HSBC, you will play a crucial role in developing and enhancing products and models for trading. Your primary responsibilities will include improving reserve methodologies, enhancing model performance monitoring, and ensuring timely completion of model development tasks with high quality. Your success will be measured by receiving positive feedback from trading, structuring, and valuation control desks, as well as the successful release of new models in quant libraries. You will be expected to resolve issues raised by users and IT teams, assist team members with technical problems, and support product development tasks. Adherence to internal and regulatory guidelines for Releases and Documentation of Quant libraries is essential. Additionally, you will be involved in developing new products, defining model reserves methodologies, and participating in Model Governance. To qualify for this role, you should have a degree in Mathematical Finance from a top-tier university and a minimum of 5 years of experience in model development in derivatives. Proficiency in C++, scripting, and Python is required, with advanced C++ skills being a must-have. Your ability to collaborate effectively with various teams, maintain testing frameworks, and support the deployment of product development tools will be key to your success in this position. Join HSBC and be part of a global organization that values your expertise and contributions. Your personal data will be handled in accordance with our Privacy Statement. If you are ready to make a real impact and grow your career in the financial services industry, apply now for the Equity Derivatives Quant position at HSBC.,