FICC Quant Analyst | Exotics, Hybrids, Options | Investment Bank | Paris
il y a 4 jours
Paris
We are working with a leading investment bank who are looking to hire an experienced interest rate options quant in Paris. The reputation the firm have in the quant world is strong and there is significant investment being put into the wider fixed income business. This team has a collaborative and intellectually rich environment, so this role offers the opportunity to work at the forefront of global markets, developing tools and models that support real-world trading and risk decision-making. This hire is likely to be at VP or Director level and whilst they are prioritising interest rate options and exotics, they are open to people coming from other FICC vol / non-linear backgrounds. The successful hire will be joining a high-performing Quant team responsible for building and maintaining pricing libraries for fixed income derivative products—including flow, exotic, and hybrid structures. You’ll collaborate closely with a variety of stakeholders (e.g., traders, risk teams, structurers, and IT), playing a hands-on role throughout the model lifecycle: from design to integration to daily usage and performance monitoring. The team are at an interesting point, with exciting plans for growth alongside a clear and genuine strategy to achieve their goals. There is also plenty of white space for the right hire(s) to make a real impact with the potential to take ownership of models and projects. Key Responsibilities: • Design and develop quantitative pricing models using object-oriented programming (primarily C#), • Translate trading desk requirements into scalable, maintainable code, • Integrate models into production systems, ensuring compliance with internal risk and validation protocols, • Provide daily support to trading teams—model behaviour, risk sensitivities, and hedge analysis, • Participate in ongoing model validation and performance assessments Requirements: • Strong programming skills in C# (or C++/Java/any OOP languages with the willingness to transition), • Solid background in applied mathematics or quantitative finance, • Exposure to fixed income products or derivative pricing models preferred, • Ability to work collaboratively with cross-functional teams in a fast-paced trading environment, • A passion for solving complex problems at the intersection of finance and technology, • Exceptional academical background Due to demand, we are advertising this business operations role anonymously. If you would prefer to speak to someone before submitting a CV, please send a blank application to the role and someone will be in touch to discuss. We can only respond to highly qualified candidates.