8 of 8 Permanent Curve Construction Jobs in the UK

test and document the model integration workflows developed to HSBC standards • Develop technical solutions in C++ to maintain and enhance HSBC's interest rate curve building solutions • Contribute to improvements of the quality of the code and of the testing environment To be successful in this role you should … meet the following requirements: • Proven background as a Quantitative Analyst, with expertise in interest rates curve analytics specifically (linear swap pricing, IR curve construction, linear rates instruments) is essential • Degree/Masters qualified - ideally in mathematical finance, computer science or maths • Experience in delivering interest rate curve More ❯

London. For further information about this position please apply. Key contributor to new e-trading platform buildout effort, leading the implementation of pricing and curve construction analytics in C++20. Developed market-making models in collaboration with traders. Play a central role in specifying and designing tooling and diagnostics … E-Trading Engineering on the architecture design for low-latency systems leveraging fast optimizers and algorithmic automatic differentiation (AAD). ? Develop and maintain yield curve modelling frameworks for pricing and risk management of linear interest rate products (swaps, bonds, futures) and cross-currency swaps. Engage in strategic discussions with More ❯

computing, econometrics, machine learning algorithms, financial modeling. Experience with financial markets and assets; preference for vanilla interest rate derivative pricing, bond and deposit pricing, curve construction, hedging strategies and risk management. Excellent communication skills, including experience speaking to both technical and business audiences and working globally across multiple More ❯

a permanent basis. The position will be based in London. For further information about this position please apply. lead the implementation of pricing and curve construction analytics in C++20. Developed market-making models in collaboration with traders. Played a central role in specifying and designing tooling and diagnostics … E-Trading Engineering on the architecture design for low-latency systems leveraging fast optimizers and algorithmic automatic differentiation (AAD). Develop and maintain yield curve modelling frameworks for pricing and risk management of linear interest rate products (swaps, bonds, futures) and cross-currency swaps. Manage one direct Junior Quant More ❯

information about this position, please apply. Key Responsibilities: Contribute to the buildout of a new e-trading platform, leading the implementation of pricing and curve construction analytics in C+. Develop market-making models in collaboration with traders. Specify and design tooling and diagnostics for live solvers, RFQ pricing … FICC E-Trading Engineering on architecture design for low-latency systems, leveraging fast optimizers and algorithmic automatic differentiation (AAD). Develop and maintain yield curve modelling frameworks for pricing and risk management of linear interest rate products, including swaps, bonds, futures, and cross-currency swaps. Engage in strategic discussions More ❯

London. For further information about this position please apply. Key contributor to new e-trading platform buildout effort, leading the implementation of pricing and curve construction analytics in Python & C#. Developed market-making models in collaboration with traders. Play a central role in specifying and designing tooling and … E-Trading Engineering on the architecture design for low-latency systems leveraging fast optimizers and algorithmic automatic differentiation (AAD). · Develop and maintain yield curve modelling frameworks for pricing and risk management of linear interest rate products (swaps, bonds, futures) and cross-currency swaps. Engage in strategic discussions with More ❯

London. For further information about this position please apply. Key contributor to new e-trading platform buildout effort, leading the implementation of pricing and curve construction analytics in Python & C#. Developed market-making models in collaboration with traders. Play a central role in specifying and designing tooling and … E-Trading Engineering on the architecture design for low-latency systems leveraging fast optimizers and algorithmic automatic differentiation (AAD). · Develop and maintain yield curve modelling frameworks for pricing and risk management of linear interest rate products (swaps, bonds, futures) and cross-currency swaps. Engage in strategic discussions with More ❯

offering, and in particular on planning and executing on our high level strategic objectives for the business. These include supporting our efforts towards improving curve construction, increasing usage of market data, market connectivity, client pricing, and risk management, across G10 STIRT and LM STIRT products. These objectives must More ❯