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Fo quant - fi derivatives (paris/london)

London
Permanent
Barclay Simpson
Posted: 13h ago
Offer description

Job Description

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

1. Gather and formalize requirements from traders and financial engineers related to valuation, hedging, and risk monitoring
2. Design, develop, &...

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