Quant jobs / HSBC

Quantitative Developer – Algorithmic Trading

A front-office quant developer role in the electronic risk team that runs algorithmic trading across FX, fixed income, rates and commodities. You turn quant-defined models into low-latency production code.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Implement algorithmic pricing strategies in Java for electronic trading
Turn quant specifications into tested production components
Tune performance-critical pricing and execution code
Review code and improve engineering standards
Work with control functions so algos behave safely in production

What they ask for

Required

Java server-side development in multithreaded environments
Low-latency systems tuning
FX spot, fixed income, rates or equity algo execution and pricing
Spot and forward FX conventions
Agile delivery of enterprise systems
Technical documentation

Education: Not stated
Experience: Proven experience in algorithmic execution and pricing, and in low-latency Java
Languages and tools: Java
Markets: fx, fixed-income, commodities

How to prepare

Write a multithreaded Java pricing service and profile it for latency and garbage collection pauses
Learn FX spot and forward conventions, including value dates and points
Study how skewing and hedging logic works in an FX market-making algo
Practise unit and replay testing of trading logic against recorded market data

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on HSBC’s site before applying: requirements, location and pay can change after we check them.

View the posting on HSBC’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with HSBC and doesn’t handle applications.