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Snr Front Office Quants

Il y a 2 mois

Paris, France Millar Associates Temps plein

Total to: €250k + Benefits

Top-Tier Investment Bank

Linear Rates, FX Options, Flow Credit, C++


This top-tier investment bank seeks to hire a Quant Analyst to join their front office quant team in Paris. With a modelling background in at least one of the above product areas, you will support the Global Markets platform, and provide Desk support to the Trading Desks according to your asset class expertise. 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 Fixed Income / FX Options / or Structured Credit trading desks, and also liaise with 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 subjects and able to interact with the Risk department


ESSENTIAL SKILLS & EXPERIENCE:

  • 6-12 yrs quant modelling skills with risk neutral pricing, hedging, etc. gained preferably in the Front Office but we’ll also consider Model Validation
  • Strong expertise in at least one area: Rates, FX Options, Credit
  • Exotic Rates:- Spread options, mid-curves, FVA, Auto-call, TARN, Callables
  • Linear Rates:- Yield Curves, Xccy swaps, Skew, Inflation, CDS, Govies, Interest Rates repo
  • FX Options:- LSV, Barriers, FX-IR Hybrids, Forwards, Swaps
  • Credit:- CDS, CLNs, TRS, Index Options, CMS, Rates-FX-Credit Hybrids, Index options, First-to-default, index & bespoke tranches, DCLNs, Long dated callables
  • Excellent coding skills in a big Library environment, close to trading (C++ or C#)
  • Good proven awareness of regulatory subjects and able to interact with the Risk department
  • Great communication skills and fluent in English
  • Excellent academic quals including Masters or PhD in a quantitative discipline from a top-tier institution