Quantitative Analyst (Calypso)

Location: Paris, France; hybrid work environment with at least 3 days per week in the office

Company

hirify.global Calypso provides risk, regulatory, and trading technology for financial institutions and their trading desks.

What you will do

• Develop and maintain pricing, risk, and XVA models across rates, FX, credit, equity, and commodities.
• Translate mathematical specifications into high-performance, tested production code, owning models from derivation through deployment.
• Work with clients’ quantitative analysts and traders to calibrate, validate, and extend models for new products and markets.
• Collaborate with Engineering on vectorization, parallel computing, and adjoint sensitivity optimization.
• Contribute to AI/ML initiatives for model acceleration, calibration, and anomaly detection.
• Prepare technical documentation for model validation reviews.

Requirements

• PhD or equivalent research experience in Mathematics, Physics, Engineering, Computational Finance, or a related quantitative discipline.
• Up to 5 years of experience in derivatives analytics as a Quantitative Analyst.
• Strong development skills in Java, C++, or C#, with experience in version control and code review.
• Knowledge of stochastic calculus, Monte Carlo, PDE, finite difference methods, and derivative pricing theory.
• Clear communication skills and experience working with traders, engineers, clients, and global cross-functional teams.
• Availability to work in a hybrid setup with at least 3 days per week in the Paris office.

Nice to have

• Experience with algorithmic differentiation libraries, XVA, regulatory capital, or margin calculation engines.
• Applied AI/ML experience in pricing, calibration, or risk using PyTorch, JAX, or scikit-learn.
• Cloud-native development experience and experience contributing to production analytics libraries.

Culture & Benefits

• Competitive base salary, annual bonus, and annual equity grant.
• Employee Stock Purchase Plan with discounted company shares.
• Pension plan with hirify.global contribution and health insurance.
• Six additional days off per year, extra vacation based on tenure, and paid volunteer time.
• Work from almost anywhere for up to 20 days per year.
• Global mentoring, unlimited e-learning access, mental health support, and a modern office environment.