Front Office Quant Analyst | Hybrid Paris | AI/ML

Nasdaq; Paris; Hybrid; EUR 90,000 - 140,000; Full time

Benefits offered by this job

Competitive base salary

Annual bonus

Equity grant

Pension plan with Nasdaq contribution

Health insurance

Hybrid work setup

Paid time off to volunteer

Mentoring program

Job summary

Nasdaq is seeking a Quantitative Analyst in Paris to design, implement, and productionize pricing and risk models across asset classes. You will work with clients’ quantitative analysts and traders to calibrate and extend models while collaborating with engineering on performance optimizations.

The role emphasizes strong mathematical foundations, production-grade coding, and cross-functional communication in a fast-paced environment with hybrid in-office work in Paris.

Qualifications

• PhD (or equivalent) in Mathematics, Physics, Engineering, Computational Finance, or related quantitative field.
• Up to 5 years of derivatives analytics experience as a Quantitative Analyst.
• Strong development proficiency in Java, C++, or C# with collaboration and code-review experience.
• Solid grounding in stochastic calculus, numerical methods (Monte Carlo, PDE, finite difference), and derivative pricing.
• Clear communicator with cross-functional teams including traders and engineers.

Responsibilities

• Develop and maintain pricing, risk, and XVA models across multiple asset classes.
• Translate mathematical specs into production-grade code and own models end-to-end.
• Calibrate, validate, and extend models with clients' QAs and traders.
• Collaborate with Engineering on performance optimization including vectorization and parallel compute.
• Contribute to AI/ML initiatives for model acceleration and validation docs.

Skills

PhD in quantitative field

Derivatives analytics

Java/C++/C#

Stochastic calculus

Communication skills

Education

PhD in a quantitative discipline

Tools

Java

C++

C#

Job description

Nasdaq is seeking a Quantitative Analyst in Paris to design, implement, and productionize pricing and risk models across asset classes. You will work with clients’ quantitative analysts and traders to calibrate and extend models while collaborating with engineering on performance optimizations.

The role emphasizes strong mathematical foundations, production-grade coding, and cross-functional communication in a fast-paced environment with hybrid in-office work in Paris.