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.

The role:

 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 

Requirements:

  • 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.