Quantitative Developer, Stratpy

Key Skills

Continuous Integration & Continuous Delivery - CI/CD, CSS3, Data pipelines, Data science techniques, Git, Google Cloud Platform (GCP), HTML, Infrastructure as code, JavaScript, Machine learning techniques, Operations, Python Programming, SLA

Job Description

StratPy is a collaborative cross-asset Python platform for data science, machine learning, simulation and research. This consolidated platform is solving some of our biggest challenges like simplified access to - internal/vendor data, cross-asset quant libraries, simulation environments and production systems. We are deploying cutting-edge technology to give front-office users the toolkit they need to unlock business value. 

• Setup an industrial grade data science platform to enhance FO’s analytic capabilities:
• with multiple user access interfaces
• with connectivity to internal as well as open source quant libraries and simulation systems
• with pre-built data pipelines to internal as well vendor sources
• Work in close collaboration with FX, FI & Equities Quants to extend the existing cross-asset python library
• Provide data-based solutions based to business for MI, pricing etc.

The Opportunity:

Impact on the Business/Function

• Reduced logistical efforts while prototyping and delivery
• Reduced deviation between research simulations and production
• Enhanced analytical and reporting capabilities
• Timely completion of projects with minimal supervision and defects
• Positive feedback from business

Customers / Stakeholders

• User onboarding and suggestion of innovative ways to utilize with the platform for effective problem solving
• Complete, intuitive and updated documentation
• Code review assistance for releasing EUC on the platform
• Alignment with SLAs
• Positive feedback from users

Leadership & Teamwork

• Work as a cohesive unit under soft guidance from the lead
• Lend a hand to colleagues/team-mates where needed
• Proactively share knowledge with peers
• Research and employ technology/techniques in tandem with times
• Evidence of working effectively in-line with team objectives
• Positive feedback from team members

Operational Effectiveness & Control

• Build the infrastructure and capabilities needed to enable operational effectiveness and delivery of the desired results
• Adhere to developmental best practices and ensure code reuse
• Participate in peer reviews of code
• Maintain comprehensive documentation of work/workflow
• Proven process or functionality improvement
• Increasingly reduced efforts in servicing users
• Reduced bugs in production releases

What you’ll do:

Major Challenges (The challenges inherent in the role that require a continual test of the role holder’s abilities)

• To rapidly develop and deploy features/components in Platform
• To quickly learn and deploy new technologies, numerical methods
• To develop solutions from scratch where needed
• To maintain continuous and effective communication with the relevant stakeholders

Role Context (The environment and operating conditions of the role including the extent of guidance and authority)

Helping with the evolution of the platform including:

• Building new features/functionality for expansion of platform use-cases
• Building corresponding server-side infrastructure to support the platform
• Implementation of Python interface of existing pricing libraries

Management of Risk (Operational Risk / FIM requirements)

• Consistently displays behaviors consistent with HSBC Values and culture and adheres to HSBC risk policies and procedures, including notification and escalation of any concerns and taking required action

• Ensures risk policies and governance frameworks are appropriately implemented in their part of the business, following both the spirit and letter of any internal policy and regulatory requirements and ensuring adherence to internal controls
• Maintains an environment where risk is routinely anticipated, acknowledged, identified, quantified and acted upon in a timely and efficient way, including appropriate escalation

Observation of Internal Controls (Compliance Policy / FIM requirements)

• The jobholder will also adhere to and be able to demonstrate adherence to internal controls. This will be achieved by adherence to all relevant policies, keeping appropriate records and, where appropriate, by the timely resolution of internal and external audit points, including issues raised by external regulators
• The jobholder will adhere to all relevant processes/procedures including information barriers and confidentiality requirements
• Where applicable, ensuring adequate resources are in place and training is provided, fostering a compliance culture and optimizing relations with regulators
• Understands, follows and demonstrates compliance with all relevant internal and external rules, regulations and procedures that apply to the conduct of the business in which the jobholder is involved, specifically Internal Controls and any Compliance policy including, inter alia, the Group Compliance policy

Role Dimensions (e.g. balance sheet size, lending/expenditure limits, size/volume of transactions, budget)

• No specific budget responsibility

Requirements

What you will need to succeed in the role:

• Bachelors / Masters / PhD Degree in a quantitative discipline i.e., Computer Science, Mathematics, Physics, Statistics, or a related discipline preferably from premier institutes like IIT, IISc, BITS, NIT etc.
• Demonstrable Python expertise with 4+ years of experience (in a banking environment) with knowledge of at least one Python web framework ideally Flask.
• Basic understanding of front-end web technologies i.e., HTML5, CSS3 and JavaScript.
• Has been involved in the end-to-end development process, turning stakeholder requirements into software, and successful release to production. Knowledge and experience of git, CI/CD tools is integral to the role.
• Candidates with knowledge/experience of cloud based setups (esp GCP) would be preferred and any progress towards CFA/FRM would be seen favorably.