Quant Researcher & Developer

• Implements models for valuing complex financial products
• Finds solutions for the front office and contributes to the innovation process by working closely with traders and the structuring team
• Works in close collaboration with IT staff to integrate models into front-office systems.

Desired profiles and skills

• Masters, Engineering schools, PhD degrees
• Strong mathematical background (probability theory, stochastic calculus, etc)
• Good knowledge of vanilla and exotic financial products.
• Good knowledge of most common numerical pricing methods (Monte-Carlo simulation techniques, PDE, etc).
• Good knowledge of object-oriented programming (UML appreciated).
• Good experience with C++ (COM/DCOM appreciated).
• Extremely interested in research
• "Front-office" personal skills (real-time reactivity, good communication skills, creativity, patience, etc).
• Fluent French and excellent English are essential.