This top-tier investment bank seeks to hire a Quant Analyst to join their front office quant team in Paris. With a background in Fixed Income derivatives modelling, you will support the Global Markets platform, which offers a multi-product approach across all asset classes. Their goal is to provide quality investment and risk management solutions to asset managers, pension funds, corporates, private banks, insurers, hedge funds, family offices, sovereign wealth funds globally.
KEY RESPONSIBILITIES:
Work closely with the Fixed Income desks, and also Risk, Finance & IT teams
Formalize the needs of traders and financial engineers in terms of valuation, hedging & risk
Design, develop and test models in an OO language (mainly C#) and work on trading tools
Ensure high-quality standards for calculation libraries, in terms of performance & stability
Awareness of regulatory issues and able confidently to interact with the Risk department
ESSENTIAL SKILLS & EXPERIENCE:
5-15 yrs' Quant modelling skills with risk-neutral pricing, hedging, etc.
Solid knowledge of ideally Exotic Rates products and pricing (Inflation is a nice to have)
(For FX, good experience in Local & Stoch Vol, Barriers, Tarfs, Forward Vol or similar)
Good coding skills in a big Library environment, close to trading (C# or C++)
Experience of a large bank with a big library, big teams, and associated type of problems ...
Good proven awareness of regulatory issues and able confidently to interact with the Risk department
Great communication skills and fluent in English
Good Masters or PhD in a quantitative discipline from a top-tier institution
Niveau hiérarchique
Manager
Type d’emploi
Temps plein
Fonction
Analyste, Ingénierie et Technologies de l’information
Secteurs
Services financiers, Banques d’investissement et Marchés des capitaux
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