Apply for this job now

Front Office Exotic Fixed Income Quant (VP), Paris

Location
Paris
Job Type
Permanent
Posted
8 Sep 2022

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)

Apply for this job now

Details

  • Job Reference: 707345360-2
  • Date Posted: 8 September 2022
  • Recruiter: Millar Associates
  • Location: Paris
  • Salary: On Application
  • Sector: Banking & Financial Services
  • Job Type: Permanent