Quantitative Engineer (Market Risk, Equities)

TL;DR

Vice President (Quantitative Engineering): Leading the Market Risk Strats team in designing, implementing, and maintaining quantitative models for Equities market risk and capital with an accent on pricing analytics and stress testing. Focus on building robust mathematical models, managing a team of quantitative analysts, and providing quantitative advice to senior stakeholders.

Location: Must be based in Paris, France

Company

hirify.global is a leading global investment banking, securities, and investment management firm.

What you will do

• Develop and refine production-quality market risk and capital models for Equities businesses.
• Identify market risk factors for equity derivatives and apply advanced mathematical modeling.
• Implement, prototype, and productionize quantitative models with rigorous testing frameworks.
• Perform pricing, risk, and capital impact analyses.
• Advise risk managers and senior leadership on model results and quantitative strategy.
• Lead and manage a team of quantitative analysts, overseeing daily operations and professional development.

Requirements

• PhD in a quantitative discipline with 5+ years of experience OR Bachelor’s/Master’s with 8+ years of experience.
• Strong command of statistics, time series analysis, econometrics, and probability theory.
• Proven programming proficiency in Java, C++, or Python.
• Hands-on experience developing pricing or risk models for equities and derivatives.
• Demonstrated success in managing a team of quantitative analysts.

Culture & Benefits

• Comprehensive professional development and training opportunities.
• Global firmwide networks and wellness programs.
• Best-in-class benefits package and personal finance support.
• Inclusive workplace committed to diversity.