HSBC Equity Derivatives Structurer in New York, New York

Description

  • Covers structured products development, pricing, wrapping and marketing.

  • Key focus on the development of Quantitative Investment Strategies for the US market

Principal Accountabilities

  • In charge of providing to client with accurate and timely pricings on structured products thanks mainly to the development and management of our ecommerce platform.

  • Institutional business : focus on risk recycling, bespoke hedging and investment solutions for key institutional clients (incl quantitative strategies). Design, development, pitching.

  • Distribution business : new product development / idea generations on collaboration with sales and trading. Support sales marketing effort, especially on thematic indices and quantitative strategies.

Decision Making Authoritiy

  • Trade execution (subject to limitations on large trades)

Major Challenges & Complexities

  • Upgrade of pricing environment and modification of existing workflow while maintaining service on existing business. Combining tactical/agile developments and strategic projects.

  • Platform development: driving local developers and coordination with an IT team primarily located in Asia end Europe.

Management of Risk

  • Crucial on pricing and trade execution (minimization of mispricing and mis-hedges)

Observation of Internal Controls

  • In line with the Bank’s policies

Qualifications

  • Strong Quantitative background on equity derivatives pricing and modelling

  • Good coding skills (Python, VBA, etc…) and database knowledge.

EEO/AA/Minorities/Women/Disability/Veterans

Job Field: Capital Markets

Primary Location: North America-United States-New York-New York

Schedule Full-time

Shift Day Job

Type of Vacancy Country vacancy

Req ID: 0000BXT0