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.
