Job Description
A leading Investment Bank in Paris is proactively looking to recruit a front office modelling quant. Those successful, will be developing & implementing a host of exotic derivative pricing models across all asset classes alongside supporting the local trading desk.
Location: Paris, France
Role:
-Development of front office exotic derivative pricing models
-Ensure correct and robust implementation of the models
-Enhancing the C++ or C# pricing libraries
-Working entirely in their Front Office alongside quant's & trade specialist
Requirements:
-Strong object orientated programming in C++ or C#
-Demonstrable interest in financial modelling
-Knowledge in stochastic processes, partial differential equations, numerical analyst, numerical optimization and probability theory.
-Excellent communication skills
-DEA/ Masters/ PhD in a quantitative discipline
Seniority:
-Associate-Director
Salary:
-60,000 – 180,000 EUROS
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
