full-time
Quantitative Developer - Algorithmic Trading
HSBC
- Employer
- HSBC
- Location
- London
- Working pattern
- on-site
About the role
Develop and maintain low-latency algorithmic pricing and execution models within the eRisk division. Collaborate with quantitative researchers, traders, and sales teams to deliver production-grade components using agile methodologies. Requires proven experience in algorithmic execution and pricing for FX, FI, or Equities markets. Candidates must demonstrate strong Java server-side development skills in multithreaded environments and experience with low-latency systems.