Director - Front Office Quantitative Research Rates & FX Exotics
Director - Front Office Quantitative Research, Rates & FX Exotics
A leading investment bank is seeking a Director level Front Office Quantitative Researcher to join its cross-asset quantitative research team in Paris. The successful candidate will take ownership of the Rates Exotics and Rates/FX Hybrid modelling area, working closely with trading desks and senior stakeholders across Global Markets.
This role offers the opportunity to work on complex derivative products while contributing to the development of a new quantitative library and cross-asset pricing framework.
Responsibilities will include partnering directly with traders and structurers, developing and enhancing pricing models, improving risk and analytics capabilities, supporting new product initiatives and driving the evolution of the firm's quantitative infrastructure. The successful candidate will also be expected to lead technical discussions, influence quantitative strategy and contribute to long-term platform development.
In addition to core modelling responsibilities, the team is investing heavily in modern quantitative technology and next-generation analytics capabilities, creating an exciting opportunity for an experienced quant who enjoys combining research, development and front-office engagement.
Requirements:
- 10+ years of Front Office Quantitative Research experience
- Strong experience within Rates Exotics and FX derivatives modelling
- Experience supporting trading desks in a front-office environment
- Deep understanding of pricing models, risk analytics and valuation methodologies
- Strong C++ development skills
- Experience working with Monte Carlo methods and numerical techniques
- Exposure to cross-asset or hybrid products
- Proven ability to lead technical projects and influence stakeholders
- Strong communication skills and the ability to partner with senior business leaders
- Interest in modern quantitative infrastructure, technology transformation and AI-driven analytics
- Exposure to Rust or modern programming languages would be advantageous
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