Quant Developer - Paris - €1100 P/D

This global investment bank's FO Model Validation team covers global derivative pricing models. They seek a number of strong quants with a deep knowledge of Equity products, good implementation skills & the ability to deliver innovative quantitative solutions in an exciting environment.

This is a Contract opportunity based in Paris paying upto €1100 p/d on a LONG term contract

The Role

. Review Front Office Pricing models
. Suggest improvements & build alternative models
. Review and analyse products traded in these markets, and the associated risks that are inherent from trading these products.
. Model/products should be independently implemented in a managed C# library.
. Active engagement with the due diligence aspects of the New Product Approval Process and bank wide strategic initiatives.

Desired Skills and Experience

. MSc/DEA/PhD in a financial/quantitative related topic.
. Minimum 3 years' experience in a Model Validation or Front Office Quant role.
. Excellent mathematical ability with an understanding of Stochastic Calculus, Partial Differential Equations, Monte-Carlo Methods, Finite Difference Methods, and Numerical Algorithms.
. Experienced in coding in C# in a managed codebase.
. Experience within flow derivatives

Please reply to this add to be contacted immediately

As we receive such a high volume of applications every day, regretfully, we are only able to respond to successful candidates.