Quant Developer — Credit Portfolio Modeling in Python

We are looking for a Senior XVA Quant to support a leading financial institution on the development and enhancement of counterparty credit risk (CCR) and XVA frameworks. This role sits at the intersection of Front Office, Risk, and IT, focusing on the design, implementation, and validation of advanced quantitative models across multiple asset classes. Key...

ContexteDans le cadre du projet, notre client, acteur du secteur bancaire en pleine transformation, recherche un Architecte Python disposant d’une bonne compréhension des problématiques de risque de crédit.La banque est actuellement engagée dans un important programme de transformation et de décroissance lié à la perte de sa licence bancaire. Ce...

Select how often (in days) to receive an alert:Founded in 1991, CFM is among the leaders in quantitative and systematic asset management, employing a scientific approach to develop alternative investment strategies that deliver value for our clients. We value innovation, dedication, and collaboration, fostering an environment where experts in research,...

WorldQuant develops and deploys systematic financial strategies across a broad range of asset classes and global markets. We seek to produce high-quality predictive signals (alphas) through our proprietary research platform to employ financial strategies focused on market inefficiencies. Our teams work collaboratively to drive the production of alphas and...

Founded in 1991, CFM is among the leaders in quantitative and systematic asset management, employing a scientific approach to develop alternative investment strategies that deliver value for our clients. We value innovation, dedication, and collaboration, fostering an environment where experts in research, technology, and business can explore new ideas and...

€150,000 - 250,000 EUR Formulaic Bonus Onsite WORKING Location: Paris, Île-de-France - France Type: Permanent Intraday/Mid Frequency Equity/Futures Portfolio Manager - Systematic Strategies Our client is a multi-manager hedge fund which covers intraday and mid-frequency trading strategies across liquid markets. The firm is currently looking for...

We are looking for a Senior XVA Quant to support a leading financial institution on the development and enhancement of counterparty credit risk (CCR) and XVA frameworks.This role sits at the intersection of Front Office, Risk, and IT, focusing on the design, implementation, and validation of advanced quantitative models across multiple asset classes.Key...

Lead, Portfolio and Performance Analytics – CUO Office, Continental Europe Sompo offers an opportunity for a Lead, Portfolio and Performance Analytics in our newly established CUO Office team for Continental Europe. Reporting directly to the Chief Underwriting Officer (CUO) for Continental Europe, this role builds central portfolio monitoring and...

Join to apply for the IT Quant - Market Risk Var (F/H) role at Natixis Corporate & Investment Banking Company Overview Natixis Corporate & Investment Banking is a leading international financial institution providing advisory, investment banking, financing, commercial banking, and capital markets services to companies, financial institutions, investment...