Trading House | Interest Rate Exotics Quant Analyst | Paris based recruitment
Top Trading House looking for an experience Quantitative Analyst to join the rapidly expanding group in Paris.
Relevant experience would mainly be in Interest Rate derivatives and inflation products, the candidate should have experience with CMS, SABR and/or inflation options. The successful individual will take on a broad amount of responsibilities from day one, including model research and development, pricing and risk investigation, discussions with the trading desk, and software development.
Responsibilities:
-Explain model behaviour and predictions to traders and brokers, identify major sources of risk in portfolios, carry out scenario analyses and provide guidance.
-Develop models and implement them in software for pricing and risk managing derivatives
-Develop pricing and calibration tools
-Benchmark and compare results of various techniques
-Implement products using pricing engines and models
-Rapid prototyping of models and products
Ideal background of the successful candidate:
-You will have had experience in another Quant Analyst team, with solid experience with Interest Rates or inflation.
-Excellence in probability theory, stochastic processes, partial differential equations and numerical analysis
-Very strong analytical and problem solving abilities
-C/C++ coding with emphasis on numerical methods
-Good communication skills.
-PhD or equivalent degree in Mathematics, Mathematical Finance, Physics or Engineering
This group offers exceptional compensation and benefits for the right candidate and gives the successful candidate an exceptional opportunity to join a rapidly expanding group with excellent career progression.
To apply or for more information please contact quantexotic@selbyjennings.com
+44 207 019 4137, www.selbyjennings.com
Key words:
Front Office Quantitative Analyst; Fixed Income; Derivatives; Interest Rates; Exotics; Vanilla; Paris; Inflation; Europe; C++; Trading; Traders; VP