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Front Office Interest Rates / FX / Commodities Quantitative Developer - Paris
Front Office Interest Rates / FX / Commodities Quantitative Developer (C++, Unix, Multi-threading, Excel, Vba) - Paris
Circa 100,000 Euros plus very competitive bonus/benefits
Leading French Investment Bank
My client is a leading global French Investment bank, globally respected for its strong focus on cutting edge technology and mathematics. Through continued business growth, we have an opportunity for a senior quantitative developer to join the multi-asset quant desk in Paris.. As a senior quantitative developer on the desk, you will be expected to bring deep business knowledge (ideally a background in interest rates, FX and/or commodities) as well as technical excellence (C++, Unix, Multi-threading, Excel/Vba). You will work extremely closely with the traders and quantitative analysts on the desk, designing and developing cutting edge pricing, analytics, risk, P&L infrastructure and applications. You will ideally come from a quantitative desk background, with a clear understanding of yield curves, pricing, analytics, stochastic calculus etc.
The ideal candidate for Front Office Interest Rate Derivatives / Commodities Quantitative Developer (C++, Unix, Excel, Vba) - Paris will require the following skill set;
-Strong C++
-Excel/VBA
-Strong analytical / mathematical background (Yield curves, Stochastic calculus, pricing libraries)
-Front office experience
-Experience of Interest Rates, FX, Commodities
-Strong interest in front office, risk and P&L
-Excellent communication skills
The primary responsibilities for Front Office Interest Rate Derivatives / Commodities Quantitative Developer (C++, UNIX, Excel, Vba) - Paris
-Pricing
-Analytics
-P&L
-Risk
-Ad-hoc supporting the traders
-Working with a small focused team of front office quant developers
-Reporting to Head Quantitative Analyst on the desk
This is a great front office opportunity, offering a huge amount of challenge on both a business, technical and mathematical level. The team is home to a number of highly experienced and impressive mathematicians and computer science, in a culture that promotes innovation and excellence. Compensation will be extremely competitive and representative of the impact that you are expected to have on the various business desks.
If you would like more information on this opportunity please apply by email or call 0207 019 4163
Key Skills: C++, Unix, Excel/VBA, Quantitative Development, Development, Analytics, P&L, Risk, Interest Rates, FX, Commodities, Paris, France, Support
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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