AB - Equity Derivatives Validation Role
Quantitative Strategist - Model Validation (Equity Derivatives)
Location: Paris
Level: VP / Senior Associate
Type: Permanent
Introduction
Our client is a leading global investment bank that is searching for an experienced Quantitative Strategist to join its Model Risk and Analytics team in Paris. This team is responsible for validating pricing models across a wide range of asset classes, with a strong focus on Equity Derivatives. The role offers close collaboration with front office quants, traders, and risk managers, and provides exposure to cross-asset model validation and risk analytics.
Key Responsibilities
- Validate pricing models used in Equity Derivatives and other business lines such as Repo, SFT, and Cross-Asset desks.
- Develop and implement benchmark models to assess model risk and performance.
- Contribute to the design and implementation of model risk reserves and provisioning methodologies.
- Support new product initiatives and quantitative issues across desks.
- Provide quantitative support on P&L, sensitivities, VaR, and stress testing.
Key Requirements
- Minimum 5 years of experience in model validation or front office quant roles.
- Strong expertise in Equity Derivatives pricing models; cross-asset experience is a plus.
- Advanced degree (MSc, PhD, or equivalent) in Mathematics, Engineering, Physics, or a related field.
- Solid foundation in stochastic processes, probability theory, PDEs, and numerical methods.
- Proficiency in C/C++ and other programming languages.
- Strong analytical skills and a collaborative, team-oriented mindset.
Our client is a globally recognised investment bank with a strong presence across Europe and Asia. The firm is known for its robust risk management culture, quantitative innovation, and collaborative environment.
If you believe your experience aligns with this opportunity, please apply by submitting your CV.
FAQs
Congratulations, we understand that taking the time to apply is a big step. When you apply, your details go directly to the consultant who is sourcing talent. Due to demand, we may not get back to all applicants that have applied. However, we always keep your resume and details on file so when we see similar roles or see skillsets that drive growth in organizations, we will always reach out to discuss opportunities.
Yes. Even if this role isn’t a perfect match, applying allows us to understand your expertise and ambitions, ensuring you're on our radar for the right opportunity when it arises.
We also work in several ways, firstly we advertise our roles available on our site, however, often due to confidentiality we may not post all. We also work with clients who are more focused on skills and understanding what is required to future-proof their business.
That's why we recommend registering your resume so you can be considered for roles that have yet to be created.
Yes, we help with resume and interview preparation. From customized support on how to optimize your resume to interview preparation and compensation negotiations, we advocate for you throughout your next career move.