Emerging Markets Quantitative Researcher HSBCJP

Role Title: Emerging Markets Quantitative ResearcherDuration: contract to run until 06/2027Location: London. Hybrid, 2 days per week onsiteRate: £900 p/d Umbrella inside IR35Role purpose/summaryOur client is seeking an experienced Emerging Markets Quantitative Researcher to join its Rates Quantitative Research team within Global Fixed Income and Currencies Quants.The role will focus on enhancing, maintaining and supporting existing quantitative pricing models, analytics and risk methodologies across Emerging Markets Rates and FX.Working closely with Front Office Trading and IT teams, the successful candidate will help deliver and support quantitative solutions within a fast-paced investment banking environment.Strong hands-on programming skills, particularly in C++, alongside practical experience of linear Rates products, are key requirements and an understanding of Emerging Markets and their specific market characteristicsKey ResponsibilitiesEnhance, maintain and support existing quantitative pricing models across Rates and FX.Work closely with Front Office Trading teams to understand pricing requirements and day-to-day trading challenges.Support the development and maintenance of pricing analytics and risk methodologies.Work with IT teams on model implementation, production support and technical improvements.Challenge and refine business requirements, translating trading desk needs into effective technical solutions.Contribute to the alignment and convergence of pricing ..... full job details .....