VP/D Equity Pricing Quant - Paris
- £100k - 120k per year + Bonus
- Paris, Ile-de-France, France
- Permanent, Full time
- GQR Global Markets
- 01 Feb 18 2018-02-01
A leading Investment Bank in Paris is proactively looking to recruit a senior front office modelling quant for an equity desk. Those successful, will be developing & implementing derivative pricing models across this desk alongside supporting the local trading desk.
Development of front office equity derivative pricing models
- Ensure correct and robust implementation of the models
- Enhancing the C++/Python pricing libraries
- Working entirely in their Front Office alongside quant's & trade specialists
- Managerial Responsibilities
- Growth & expansion
- Master's, PhD, DEA in highly quantitative subjects such as Mathematics, Computer Science, Physics and Engineering.
- Strong object orientated programming in C++/Python
- Demonstrable interest in financial modeling
- Volatility/Stochastic Models
- Knowledge with stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
- Excellent communication skills - French Speaking desirable
This is an immediate hire, interviews have begun and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.