Vice President- Equity Derivatives Quant

Hsbc

5 - 10 years

40 - 45 Lacs

Bengaluru

Posted:4 days ago| Platform:

Apply

Skills Required

Loans C++ equity derivatives Investment strategies Product control model development Performance monitoring Principal Financial services Python

Work Mode

Work from Office

Job Type

Full Time

Job Description

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 trade
Enhance 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 libraries
Resolving 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 versioning
Provide 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 industrialization
Participate 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

Requirements

A degree based on Mathematical Finance from a top tier university
Experience in model development in derivatives (at least 5 years)
Familiarity with C++
Scripting and Python experience
Advanced C++ (at least 5 years)

You ll achieve more at HSBC

More Jobs at Hsbc

Consultant Specialist

Pune

4 - 9 yrs

INR 22 - 27 Lacs

Consultant Specialist

Pune

7 - 12 yrs

INR 22 - 27 Lacs

Agile, Scrum/Consultant Specialist

Pune

8 - 10 yrs

INR 13 - 14 Lacs

Appian Development/Senior Consultant Specialist

Pune

5 - 10 yrs

INR 8 - 13 Lacs

Senior Audit Manager - DBS Ops (Mumbai and Gurgaon)

Pune

5 - 10 yrs

INR 8 - 12 Lacs

Mock Interview

Practice Video Interview with JobPe AI

Start Python Interview

Start Your Job Search Today

Browse through a variety of job opportunities tailored to your skills and preferences. Filter by location, experience, salary, and more to find your perfect fit.