Front Office Quant: Production-Grade Pricing & Risk - Paris Hybrid

Nasdaq; Paris; Híbrido; EUR 100 000 - 140 000; Tempo integral

Vantagens oferecidas por esta oferta de emprego

Annual bonus

Equity grant

Stock Purchase Plan

Pension plan

Hybrid work setup

Paid time off

Health insurance

Mental health support

Education / training

Fika breaks

Resumo da oferta

Nasdaq Calypso in Paris is seeking a PhD-level Quantitative Analyst to design, implement, and productionize pricing and risk models across rates, FX, credit, equity, and commodities. You will translate theory into high-performance code and work closely with traders and engineers.

You'll contribute to AI/ML initiatives for model acceleration and anomaly detection, and you’ll document models for validation reviews while collaborating with global teams. Hybrid work with 3 days in office.

Qualificações

• PhD (or equivalent) in Mathematics, Physics, Engineering, Computational Finance, or related quantitative discipline.
• Up to 5 years of derivatives analytics experience as a Quantitative Analyst.
• Strong development proficiency in Java, C++, or C#, with collaborative development experience.
• Solid grounding in stochastic calculus, numerical methods, and derivative pricing theory.
• Clear communicator with cross-functional global teams.

Responsabilidades

• Develop and maintain pricing, risk, and XVA models across rates, FX, credit, equity, and commodities.
• Translate mathematical specifications into production-grade code from derivation to deployment.
• Collaborate with traders and engineers to calibrate and extend models to new products and markets.
• Optimize performance with vectorization, parallel compute, and adjoint sensitivity techniques.
• Contribute to AI/ML initiatives focused on calibration and anomaly detection, with documentation for model validation.

Conhecimentos

Programming proficiency

Stochastic calculus

Cross-functional communication

Formação académica

PhD or equivalent research in quantitative field

Ferramentas

Version control

Code review practices

Descrição da oferta de emprego

Nasdaq Calypso in Paris is seeking a PhD-level Quantitative Analyst to design, implement, and productionize pricing and risk models across rates, FX, credit, equity, and commodities. You will translate theory into high-performance code and work closely with traders and engineers.

You'll contribute to AI/ML initiatives for model acceleration and anomaly detection, and you’ll document models for validation reviews while collaborating with global teams. Hybrid work with 3 days in office.