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Millar Associates

Lead Linear Rates Quant (VP, Dir), Paris

Millar Associates Paris, France
Mise en ligne il y a 6 jours Au Bureau CDI Total to: €260k + Benefits
C
Mise en ligne par
Craig Millar
Recruiter
This top-tier investment bank seeks to hire a senior Quant Analyst for a lead role in their front office quant team in Paris. With a background in at least two of the above product areas, you will support the Global Markets platform, which offers a multi-product approach across all asset classes. Their goal is to provide quality investment and risk management solutions to asset managers, pension funds, corporates, private banks, insurers, hedge funds, family offices, sovereign wealth funds globally.


Yield Curve construction, Xccy Swaps, Inflation, CDS, European Options

KEY RESPONSIBILITIES:

  • Work closely with Fixed Income Desks and liaise with Risk, Finance & IT teams
  • Formalize the needs of traders and financial engineers in terms of valuation, hedging & risk
  • Build Yield Curves, develop and test models in an OO language (mainly C++) and work on Trading tools
  • Ensure high-quality standards for calculation libraries, in terms of performance & stability
  • Awareness of regulatory subjects and able to interact with the Risk department

ESSENTIAL SKILLS & EXPERIENCE:

  • 6-12 yrs quant modelling skills with risk neutral pricing, hedging, etc. gained preferably in the Front Office but we’ll also consider Model Validation
  • Solid knowledge & expertise in one or more areas: Vanilla Rates, Curves, Swaps, CDA, Inflation, etc.
  • Good coding skills in a big Library environment, close to trading (C++)
  • Good proven awareness of regulatory subjects and able to interact with the Risk department
  • Great communication skills and fluent in English
  • Excellent academic quals including Masters or PhD in a quantitative discipline from a top-tier institution
Référence  LLRQ-1006
À PROPOS DE CETTE ENTREPRISE
High Wycombe, United Kingdom
Ressources humaines
Millar Associates is the foremost provider of Risk Management recruitment services to financial organisations in London, Asia and the USA. We work for...
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