IT Quantitative Analyst

Pardus Bridge Recruitment; Paris; Sur place; EUR 60 000 - 100 000; Plein temps

Résumé du poste

An innovative recruitment firm is seeking an IT Quant Front professional to develop and maintain cutting-edge quantitative tools for the front office. This role involves implementing pricing models and optimizing performance for real-time risk calculations. Collaborating closely with traders and risk managers, you will analyze large datasets and generate crucial reports to validate risk metrics. If you are passionate about quantitative finance and technology, this position offers a unique opportunity to make a significant impact in a dynamic trading environment.

Qualifications

• Experience in developing quantitative tools for front-office use.
• Strong background in financial modeling and risk analytics.

Responsabilités

• Develop and maintain quantitative tools for traders and risk teams.
• Analyze trading data and generate risk reports.

Connaissances

C++

C#

Data Analysis

Risk Analytics

Problem Solving

Formation

Bachelor's Degree in Computer Science or related field

Master's Degree in Financial Engineering or Quantitative Finance

Outils

Quantitative Tools

Risk Management Systems

Description du poste

IT Quant Front (EQD) & Market Risk – Typical Tasks

1. Development & Maintenance

• Develop and maintain front-office quantitative tools, primarily using C++ and C#.
• Implement pricing models and risk analytics for Equity Derivatives (EQD).
• Optimize performance of existing code for real-time risk calculation.
• Provide day-to-day support for traders and market risk teams, ensuring tools and systems are functioning correctly.
• Investigate and resolve issues related to pricing or risk metrics.

2. Data Analysis & Reporting

• Analyze large datasets related to trading activity, market data, and risk exposures.
• Generate reports for Market Risk teams and help validate risk figures like VaR, sensitivities, stress testing outputs, etc.
• Work closely with quants, traders, and risk managers to gather requirements and translate them into technical solutions.
• Collaborate with other IT teams to ensure system integration and reliability.

3. Documentation & Testing

• Write clear documentation for tools and systems developed.
• Participate in testing and validation of new models or risk metrics.