Front Office Exotic Fixed Income Quant (VP, Dir), Paris

Front Office Exotic Fixed Income Quant (VP, Dir), Paris Paris Ref: FOEQ-0109 Non-linear Rates, Inflation, IRFX Hybrids, C++ or C#, Python This top-tier investment bank seeks to hire a Quant Analyst to join their front office quant team in Paris. With a background in Fixed Income derivatives modelling, you will support the Global Markets platform, which offers a multi-product approach across all asset classes. Their goal is to provide quality investment and risk management solutions to asset managers, pension funds, corporates, private banks, insurers, hedge funds, family offices, sovereign wealth funds globally.KEY RESPONSIBILITIES:Work closely with Fixed Income desks and also Risk, Finance & IT teamsFormalize the needs of traders and financial engineers in terms of valuation, hedging & riskDesign, develop and test models in an OO language (mainly C#) and work on trading toolsEnsure high-quality standards for calculation libraries, in terms of performance & stabilityAwareness of regulatory subjects and able to interact with the Risk departmentESSENTIAL SKILLS & EXPERIENCE:5-15 years quant model skills with risk neutral pricing, hedging, etc.Solid knowledge of ideally Exotic Rates products and pricing (Inflation is a nice to have)Good coding skills in a big Library environment, close to trading (C# or C++)Experience of a large bank with a big library, big teams, associated type of problemsGood proven awareness of regulatory subjects and able to interact with the Risk departmentGreat communication skills and fluent in EnglishGood Masters or PhD in a quantitative discipline from a top-tier institution #J-18808-Ljbffr