Senior Quantitative Analyst
Quantitative Strategist - Model Validation (Equity Derivatives)
Location: Paris
Level: VP / Senior Associate
Type: Permanent
Our client is a leading global investment bank that is looking to hire an experienced Quantitative Strategist to join its Model Risk and Analytics team in Paris. The team is responsible for validating pricing models across a range of asset classes, with a focus on Equity Derivatives. This role involves close collaboration with front office quants, traders, and risk managers, and offers exposure to cross-asset model validation and risk analytics.
Responsibilities include:
- Validating pricing models for Equity Derivatives and other areas such as Repo, SFT, and Cross-Asset desks
- Developing benchmark models to assess model risk and performance
- Contributing to model risk reserves and provisioning methodologies
- Supporting new product initiatives and quantitative issues across desks
- Providing quantitative support on P&L, sensitivities, VaR, and stress testing
Requirements:
- Minimum 5 years' experience in model validation or front office quant roles
- Strong expertise in Equity Derivatives pricing models; cross-asset experience is a plus
- MSc, PhD, or equivalent in a quantitative field (Mathematics, Engineering, Physics, etc.)
- Solid understanding of stochastic processes, probability theory, PDEs, and numerical methods
- Proficiency in C/C++ and other programming languages
- Strong analytical skills and a collaborative mindset
All applications will be handled with strict confidentiality. If your experience aligns with this opportunity, please apply by submitting your CV.
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