Traded Risk Quant – Fixed Income Modelling

HSBC USA Inc.; Greater London; On-site; GBP 60,000 - GBP 80,000; Full time

Job summary

A leading financial institution in London is seeking a Traded Risk Quantitative Analyst to enhance risk models for global traded risk portfolios. This role involves developing VaR and RNIV models, utilizing Python for automation, and managing the complete Model Life Cycle. Candidates should possess a strong background in mathematics or finance, excellent analytical abilities, and experience in risk management. Join a forward-thinking team dedicated to shaping the future of trading risk management.

Qualifications

• Experience in risk management is preferred.
• Strong understanding of pricing and risk management of Rates products.
• Knowledge of market risk measures and derivatives.

Responsibilities

• Develop and improve VaR and RNIV models for Rates.
• Validate model performance using real-world data.
• Build Python-based tools and prototypes for testing models.
• Manage the full Model Life Cycle.
• Collaborate across teams to share insights and ensure consistency.
• Identify opportunities for automation and process improvements.
• Participate in ad hoc projects to support risk management decisions.

Skills

Python programming

Statistical analysis

Analytical skills

Team-oriented approach

Education

Background in Maths, Engineering, Science, Finance, or Business Management

Job description

A leading financial institution in London is seeking a Traded Risk Quantitative Analyst to enhance risk models for global traded risk portfolios. This role involves developing VaR and RNIV models, utilizing Python for automation, and managing the complete Model Life Cycle. Candidates should possess a strong background in mathematics or finance, excellent analytical abilities, and experience in risk management. Join a forward-thinking team dedicated to shaping the future of trading risk management.