Quantitative Analyst - Credit Debit Funding Adjustments - HSBC

London  ‐ Onsite
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Description

Quantitative Analyst - Credit Debit Funding Adjustments - HSBC

This is an initial 6 month contract based on London

The Global Valuation Group (GVG) is a global function part of Group Finance with reporting lines to Product Control.

GVG undertakes four main activities: Valuations, Global Valuation Reporting, Quantitative Analysis and Quantitative Infrastructure Development.

GVG Analytics aims to ensure that derivatives pricing are at market standards and compliant with regulatory rules. GVG Analytics develops a robust framework built mainly on C++ language to distribute its quantitative solutions in all 40 Global Markets locations.

This role is for GVG Analytics, within the XVA (Credit, Debit and Funding Adjustments) work stream and will report into the Head of XVA Analytics. The person will be responsible for assisting with defining and quantitative implementation of fair value and prudent valuation methodologies. The individual would provide quantitative support to Product Control in these areas and will work closely with Risk divisions such as Markets IMR and the Front Office quantitative/trading teams.

Knowledge & Experience/Qualifications

Education & Experience:

  • University degree (Class 2:1 or equivalent)
  • Masters or PhD degree in Quantitative Finance or in a numerical subject (Maths, Physics)

Skills and Competencies:

  • Strong analytical and problem solving skills
  • Experience of working within XVA quant space
  • C++ proficiency
  • Knowledge of financial products: Rates, FX, CDS
  • Familiarity with SQL, Excel VBA, Python is a benefit
  • Excellent communication skills and interpersonal skills
  • Attention to detail and consideration of timelines
  • Minimum 2 years of working experience

Please submit your CV in the first instance

Start date
n.a
Duration
6 months
From
Resource Solutions - HSBC
Published at
05.05.2018
Project ID:
1550494
Contract type
Freelance
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