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    Front Office Exotic Fixed Income Quant - Paris, France - Millar Associates

    Millar Associates
    Millar Associates Paris, France

    il y a 2 semaines

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    Description

    Exciting Opportunity in Paris - Quant Analyst Position

    This leading investment bank is looking for a Quant Analyst to join their dynamic team in Paris. If you have expertise in Non-linear Rates, FX, Credit, Hybrids, XVA, and OO language, then this role could be a perfect fit for you. You will play a crucial role in supporting the Global Markets platform, catering to various clients including asset managers, pension funds, corporates, and more.

    KEY RESPONSIBILITIES:

    • Collaborate with Fixed Income, FX, Credit trading desks, Risk, Finance & IT teams
    • Translate traders' and financial engineers' requirements into valuation, hedging & risk strategies
    • Develop and test models using an OO language (primarily C#) for trading tools
    • Maintain high standards in calculation libraries for performance & stability
    • Demonstrate awareness of regulatory aspects and engage effectively with the Risk department

    ESSENTIAL SKILLS & EXPERIENCE:

    • 5-15 years of experience in Quant modelling focusing on risk-neutral pricing, hedging, etc.
    • Strong knowledge of Exotic Rates, FX, Credit, or XVA with proficiency in Local & Stoch Vol, Barriers, Tarfs, etc.
    • Proficient in coding within a trading environment using C# or C++
    • Prior experience in a large bank environment dealing with complex problems
    • Solid grasp of regulatory requirements and ability to engage with the Risk department confidently
    • Excellent communication skills and fluency in English
    • Hold a Master's or PhD in a quantitative discipline from a reputable institution
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