Front Office Exotic Fixed Income Quant

il y a 4 semaines


Paris, France Millar Associates Temps plein

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.

**Major Investment Banking Group, Paris**

**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
- Awareness of regulatory issues and able to confidently interact with the Risk department

**ESSENTIAL SKILLS & EXPERIENCE**:

- 5-15 yrs+ quant model skills with risk-neutralal pricing, hedging, etc.
- Solid knowledge of ideally Exotic Rates, FX, Credit or XVA (other asset classes also considered, Equity, Commodities)
- (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 gained in a large bank with a big library, big teams, 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's or PhD in a quantitative discipline from a top-tier institution

(CVs in English please)

Job ID FOEQ-0109
- ABOUT COMPANY
- Millar Associates
- High Wycombe, United Kingdom
HR & Recruitment

Millar Associates is the foremost provider of Risk Management recruitment services to financial organisations in London, Asia and the USA. We work for...



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