5 часов назад
Liquidity Metrics Strats, Paris, Associate (Quantitative Engineering)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Liquidity Metrics Strats, Paris, Associate (Quantitative Engineering): Developing quantitative models, liquidity-risk measures, and scalable risk infrastructure for financial markets with an accent on mathematical analysis, statistical modeling, and regulatory requirements. Focus on quantifying risks across secured funding, repo, prime brokerage, and synthetic trading while designing efficient systems and explaining complex concepts to stakeholders.
Location: Paris, Ile-de-France, France; office-based role
Company
builds financial, engineering, data, analytics, and quantitative solutions supporting risk, liquidity, reporting, compliance, and other core corporate functions.
What you will do
- Develop, implement, and maintain quantitative measures of liquidity risk using mathematical, statistical, and engineering methods.
- Analyze financial instruments including secured funding transactions, collateral inventories, loans, and commitments.
- Quantify and monitor risk across prime brokerage, synthetic trading, repo trading, and other firm activities.
- Work with revenue-generating functions and Corporate Treasury to implement liquidity regulatory requirements.
- Update risk models as the business and risk environment evolve.
- Develop and maintain large-scale risk infrastructure and systems in compiled or scripting languages.
Requirements
- PhD in Physics, Mathematics, Quantitative Finance, Computer Science, Engineering, or a related quantitative discipline; alternatively, a Bachelor's or Master's degree with 3–5 years of relevant quantitative experience.
- Strong analytical and problem-solving skills using mathematics, statistics, and programming.
- Strong programming experience in at least one compiled or scripting language, such as C, C++, Java, or Python.
- Understanding of data structures, algorithms, software design, and core programming concepts.
- Experience designing highly scalable and efficient systems, with the ability to explain complex quantitative concepts to non-technical audiences.
Nice to have
- Familiarity with financial markets, financial assets, and liquidity risk management practices.
Culture & Benefits
- Work within The Core Engineering, a centralized engineering organization with more than 2,000 engineers and strats.
- Collaborate with risk managers, senior management, regulators, Corporate Treasury, and revenue-generating functions.
- Contribute to scalable platforms, data solutions, models, and analytics supporting critical firm processes.
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