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Front Office Exotic Fixed Income Quant (VP), Paris

Millar Associates Paris, France
Posted 9 days ago Flexible Permanent To €250k Total + Benefits
C
Posted by
Craig Millar
Recruiter
This top-tier investment bank seeks to hire a Quant Analyst to join their front office quant team in Paris. With a background in any of the above product areas, 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.

Non-linear Rates, FX, Credit, Hybrids, XVA, OO language


KEY RESPONSIBILITIES:

  • Work closely with Fixed Income / FX / Credit trading 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

ESSENTIAL SKILLS & EXPERIENCE:

  • 5 yrs+ quant model skills (5 yrs +) witrisk-neutralal pricing, hedging, etc.
  • Solid knowledge of ideally Exotic Rates, FX, Credit or XVA (other asset classes also considered)
  • Good coding skills in a big Library environment, close to trading (C# or C++)
  • Excellent mathematical finance knowledge
  • Great communication skills and fluent in English
  • Good Masters's or PhD in a quantitative discipline from a top-tier institution

(CVs in English please)

Job ID  FOEQ-0109
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