Quant Lead
Job Title: Quant Lead - Interest Rates, FX, Credit & Structured Products
Location: Paris (Front Office)
Team Size: 11 Quants
Contract Type: Long-Term Contract
Remote Working: Up to 10 days per month
Overview:
We are currently expanding a front office quantitative modelling team and are seeking to appoint two experienced professionals. The team is responsible for developing models across interest rates, foreign exchange, and credit derivatives. It also maintains a C++ analytics library, which is integrated into trading platforms by dedicated IT teams.
Available Positions:
1. Quant Lead - Linear Products & European Options
Product Coverage: Interest Rates, FX, Inflation, Credit
Key Responsibilities:
- Serve as the primary quantitative contact for trading on linear and vanilla products
- Oversee the architecture and maintenance of market data handling and integration with exotic pricing models
- Lead a small team (2-4 quants) in model development and validation
- Coordinate regular meetings with trading desks
Important Note:
These roles are not initially formal line management positions within the HR structure. However, they involve technical leadership and oversight. Should the team expand, the roles are expected to transition from contract to permanent positions and evolve into full management roles with direct reports.
Candidate Profile:
- Strong academic background in quantitative finance, mathematics, or a related discipline
- Demonstrable experience in derivatives model development
- Proficiency in C++ and familiarity with front office environments
- Excellent communication skills and the ability to engage effectively with trading teams
- Prior experience in mentoring or leading junior quants is advantageous
- Minimum 5+ yrs experience working at financial institution.
Why Join?
- Be part of a high-impact front office quant team
- Contribute to the development of a robust analytics library used across trading systems
- Influence the strategic direction of the team and future hiring
- Benefit from a flexible working arrangement, including up to 10 remote working days per month