Join a well known Investment Bank in their Research and Development (R&D) team based in Paris. They're looking for two additional headcount for VP level within their Rates Exotics and Forex Derivatives front office team. Min 5 years Investment Banking in a similar role.
Attractive salary and benefits. 3/4 days in the office.
Unfortunately no visa sponsorship provided.
If you prefer London please still apply and mention the location as I am working a similar role with a different Investment Bank.
Job description:
In this role you'll join the front office team where you'll develop and maintain pricing and risk management models for complex interest rate and currency derivatives, supporting trading desks across fixed income and FX markets.
This role offers the opportunity to deepen expertise in programming, financial mathematics, and quantitative finance, delivering innovative, high-quality solutions in a collaborative environment.
Key Responsibilities:
Model Design & Development
* Gather and formalize requirements from traders and financial engineers related to valuation, hedging, and risk monitoring
* Design, develop, & test models using object-oriented programming (C# or C++ )
Model Implementation
* Integrate calculation libraries into the production environment following internal and regulatory standards
Model Usage & Support
* Provide daily support to trading teams on modeling, risk analysis, and hedging strategies
Ongoing Model Monitoring
* Monitor model performance over time and contribute to validation efforts
Requirements:
* Advanced degree (Master’s or equivalent) in Finance, Financial Engineering, Mathematics, or related field
* Significant experience (5–10+ years) in derivative product pricing and modeling, ideally in front-office quantitative teams.
* Strong programming skills: proficiency in either C# or C++ is required, with Python considered a bonus.
* Solid understanding of Rates Exotics and/or Forex Derivatives, with exposure to other fixed income products or stocks/indices.
* Strong analytical skills, ability to manage multiple projects simultaneously, and thrive in a fast-paced, demanding environment .
* Proficiency in French and English, both technical and everyday.
* RTW in Europe/Paris. (no visa sponsorship unfortunately)
Why Join:
* Work in a collaborative environment with exposure to trading, risk, finance, and IT teams
* Opportunities for career growth and international mobility
* Competitive package including salary, bonus, and profit-sharing
* Flexible working arrangements and comprehensive benefits
* Successful candidates applying from the UK will be flown to Paris for final interviews / meet the team.
If you're interested and meet the requirements, please send CV's to tg@barclaysimpson.com