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Dir-level quant analyst

London
Barclay Simpson
Quant analyst
£80,000 - £120,000 a year
Posted: 1 October
Offer description

Our client is looking for experienced front office quants to join their Paris HQ rearch and development team. They are in growth phase and have two exciting VP / Director level roles within their
Rates Exotics and Forex Derivatives front office teams.

(If you're looking for a similar role but in
London
, please do still get in touch and we can discuss other opportunities that I'm working on)

Key Responsibilities:

In this role, you'll develop a unique blend of skills in
programming, applied mathematics, and finance
—expertise that will enable you to deliver innovative, industrial-grade solutions for dynamic market activities.

You'll be part of a highly collaborative environment, working closely with specialists across different domains. Within the
Quants Fixed Income
team, your focus will be on building and improving pricing and valuation services for fixed income derivatives (flow, exotic, and hybrid products).

Your work will be closely connected with trading activities and will also work closely with the other research and development hubs, trading desks, risk teams, finance, and IT—giving you exposure to a wide network and the opportunity to make a real impact on the business.

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 (8–10+ 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 prefer roles in London please do still get in touch and we can chat about other opportunities.

Please send CV's to

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