Quantitative Analyst - Rates / FX
VP / Director - Quantitative Analyst (Rates / FX Modelling)
Location: Paris, France
A leading financial institution is seeking a highly experienced Quantitative Analyst at VP or Director level to join its front office modelling team in Paris. The successful candidate will focus on the development, calibration and validation of pricing models for derivatives across Rates or FX asset classes.
Key Responsibilities:
- Develop and enhance pricing models for vanilla and exotic derivatives within Rates or FX.
- Collaborate with traders, structurers and risk teams to ensure models reflect market conventions and trading strategies.
- Conduct model calibration, backtesting and performance analysis.
- Ensure models meet internal governance standards and regulatory requirements.
- Contribute to the evolution of the modelling framework and support integration into production systems.
Candidate Profile:
- Minimum 7 years of experience in a front office quantitative modelling role within Rates or FX.
- Strong academic background (PhD or MSc) in Quantitative Finance, Mathematics, Physics, or related discipline.
- Deep understanding of stochastic calculus, numerical methods, and derivatives pricing theory.
- Proficiency in Python and/or C++ for prototyping and model implementation.
- Excellent communication skills and ability to work closely with trading and quant teams.
To arrange a confidential conversation, please contact me at with your CV attached
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