A specialized one-year graduate program at HSBC for PhD and Advanced Masters graduates in quantitative finance, focusing on gaining experience in quantitative analytics roles within Markets and Securities Services, working on cutting-edge projects across different asset classes.
Primary responsibilities include rotating between different asset classes, working on projects that add value to Markets and Securities Services across Trading, Sales, Structuring and Quantitative teams, directly engaging with clients, traders, structurers, and risk teams.
Candidates must have recently completed a PhD or Advanced Masters in mathematics, computer science, engineering, quantitative finance or STEM-related fields, demonstrating strong analytical thinking, problem-solving skills, mathematical techniques, coding abilities, and independent research capabilities.
HSBC offers comprehensive skill development, including technical training in derivatives modeling, financial product engineering, credit analysis, algorithmic trading, data science, machine learning, coding in Python, numerical techniques like Monte Carlo simulations, and opportunities to develop communication and collaborative skills with support from senior leaders and professionals.
