Quantitative Analyst (Fintech)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
TL;DR
Quantitative Analyst (Fintech): Designing and productionizing pricing and risk models for global trading desks with an accent on derivatives analytics and XVA. Focus on translating mathematical specifications into high-performance production code and integrating AI/ML for model acceleration.
Location: Hybrid in Paris (at least 3 days per week in office)
Company
provides mission-critical risk, regulatory, and trading technology to some of the world's largest financial institutions.
What you will do
- Develop and maintain pricing, risk, and XVA models across rates, FX, credit, equity, and commodities asset classes.
- Translate mathematical specifications into high-performance, well-tested production code.
- Partner with clients' quantitative analysts and traders to calibrate and validate models.
- Collaborate with Engineering teams on performance optimization using vectorization, parallel compute, and adjoint sensitivity.
- Contribute to AI/ML initiatives focused on model acceleration, calibration, and anomaly detection.
Requirements
- PhD in Mathematics, Physics, Engineering, Computational Finance, or a related quantitative discipline.
- 5+ years of experience as a quantitative analyst in derivatives analytics across any asset class.
- Strong development proficiency in Java, C++, or C#.
- Solid grounding in stochastic calculus, numerical methods (Monte Carlo, PDE, finite difference), and derivative pricing theory.
- Experience working across global, cross-functional teams.
Nice to have
- Experience with algorithmic differentiation libraries, XVA, or regulatory capital frameworks.
- Applied ML/AI experience using frameworks such as PyTorch, JAX, or scikit-learn.
- Cloud-native development experience.
Culture & Benefits
- Competitive base salary, annual bonus, and annual equity grants.
- Employee Stock Purchase Plan (ESPP) and company-contributed pension plan.
- Extra vacation time based on tenure and 6 additional days off per year.
- Hybrid work setup with a modern office environment, including snacks and weekly fika breaks.
- Comprehensive health insurance and 24/7 mental health support.
- Global mentoring program and unlimited access to e-learning platforms.
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