Front Office Derivatives Quant Analyst with ML (VP), Paris Front Office Derivatives Quant Analyst with ML  …

Millar Associates
à Paris, Île-de-France
CDI, Plein-temps
Dernière candidature, 08 avr. 21
Total to €250k + Benefits
Millar Associates
à Paris, Île-de-France
CDI, Plein-temps
Dernière candidature, 08 avr. 21
Total to €250k + Benefits
Diffusée par:
Craig Millar • Recruiter
Diffusée par:
Craig Millar
Recruiter
This top-tier investment banking group seeks to hire a Quant Analyst to join their front office quant group in Paris London. With a background in Fixed Income/FX or Credit areas, you will support the trading desks, work on trading tools, In addition to applying existing models, and help identify and develop Machine Learning techniques applied to derivatives pricing, P&L and risk.

Derivatives Modelling, Machine Learning, Python

ESSENTIAL SKILLS & EXPERIENCE:

  • Strong classic quant model skills (5 yrs +) with risk neutral pricing, hedging, etc., with strong ML skills
  • Python: PyCharm, Jupyter, Pandas, TensorFlow: advanced user.
  • Any of the following: Market Intelligence, NLP, Alternative Data, Pricing prediction
  • Hands on experiences applying advanced machine learning methods & techniques
  • Extensive experience of coding in a big library environment, close to trading
  • Good programming skills in OO language, either C++ or C#
  • Very good mathematical finance knowledge

CVs in English please. 

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