HSBC Equity Derivatives Structurer in New York, New York
Covers structured products development, pricing, wrapping and marketing.
Key focus on the development of Quantitative Investment Strategies for the US market
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
Strong Quantitative background on equity derivatives pricing and modelling
Good coding skills (Python, VBA, etc…) and database knowledge.
Job Field: Capital Markets
Primary Location: North America-United States-New York-New York
Shift Day Job
Type of Vacancy Country vacancy
Req ID: 0000BXT0