Associate, Equity Derivatives Quant Modeller Brand: HSBC Area of Interest: Location: London, GB, E14 5HQ Work style: Hybrid Worker Date: 1 Apr 2026 If you're looking for a career that will help you stand out, join HSBC, and fulfil your potential - whether you want a career that could take you to the top, or an exciting new direction, we offer opportunities, support and rewards that will take you further. We're one of the largest banking and financial services organisations in the world, with a network that covers more than 50 countries and territories. We aim to be where the growth is, enabling businesses to thrive and economies to prosper, and, ultimately, helping people fulfil their hopes and realise their ambitions. We're currently seeking an experienced professional to join our team in the role of Associate, Equities Derivatives Quantitative Modeller. Our Equity Derivatives Quants, sit within the Corporate & Institutional Banking department and are pivotal in designing, developing and delivering models for the wider group. As an HSBC employee in the UK, you'll have access to tailored professional development opportunities and a competitive pay and benefits package. This includes private healthcare for all UK-based employees, enhanced maternity and adoption pay and support when you return to work, and a contributory pension scheme with a generous employer contribution. In this role you'll: Design, develop, test and document the models developed to our HSBC standards Develop and expand the quantitative tooling required to support the bank's platform Develop and maintain technical solutions for the platform, in this case, being trading desks, product control and traded risk Analyse and provide support for any issues that are identified in the models Design and develop a new pricing library in Rust Deliver the calculation infrastructure required for fundamental review of the trading book, and regulatory reporting Design and develop the intraday risk and P&L calculations To be successful in this role you should meet the following requirements: Proven working experience as a Quantitative Analyst, developing models in quantitative finance Education in mathematical finance, science or mathematics Knowledge of standard pricing models used in the investment banking industry, this could include black-scholes, bachelier, local and stochastic volatility models C++ experience (preferably using Visual Studio), with some knowledge of modern C++ Have exposure to Equity Derivatives products and models Ability to multi-task, and work well under pressure, with strong problem-solving and decision-making skills Excellent verbal and written communication skills, with very strong analytical skills Possess high levels of stakeholder management to influence complex and diverse scenarios through articulate communication Opening up a world of opportunity Being open to different points of view is important for our business and the communities we serve. At HSBC, we're dedicated to creating diverse and inclusive workplaces - no matter their gender, ethnicity, disability, religion, sexual orientation, or age. We are committed to removing barriers and ensuring careers at HSBC are inclusive and accessible for everyone to be at their best. We take pride in being a Disability Confident Leader and will offer an interview to people with disabilities, long term conditions or neurodivergent candidates who meet the minimum criteria for the role. If you have a need that requires accommodations or changes during the recruitment process, please get in touch with our Recruitment Helpdesk: Email: hsbc.recruitment@hsbc.com Telephone: 44 207 832 8500