Quantitative Analyst (Quant)

ixolabs.ai; France; Sur place; EUR 90 000 - 140 000; Plein temps

Résumé du poste

ixolabs.ai is seeking a seasoned Quantitative Analyst to refine AI-driven insights in quantitative finance, including derivatives pricing and risk modeling. You will evaluate AI analyses, validate stochastic models, and enhance explanations of complex mathematics for financial markets.

Ideal candidates hold a Master’s or PhD and 5+ years in investment banking, hedge funds, or asset management, with strong Python/C++ skills and a background in risk or algorithmic trading strategies.

Qualifications

• Master's degree or Ph.D. in Quantitative Finance, Financial Engineering, Mathematics, Physics, Statistics, or Computer Science.
• Minimum 5 years of experience as a Quant in an investment bank, hedge fund, or asset management firm.
• Expertise in programming languages (e.g., Python, C++, R) for quantitative modeling and data analysis.
• Deep understanding of probability theory, stochastic processes, and numerical optimization techniques.
• Proven experience with derivatives pricing, risk management, or algorithmic trading strategies.
• CFA or FRM designation is a plus.

Responsabilités

• Evaluate AI-generated analyses of quantitative finance models and numerical methods.
• Assess AI's understanding of derivatives pricing models and their assumptions.
• Provide expert feedback on AI outputs related to risk models (VaR, CVaR, stress testing).
• Identify and correct inaccuracies in AI interpretations of trading strategies and market microstructure.
• Refine AI's explanations of complex mathematical concepts used in finance.
• Develop training data on statistical arbitrage, factor models, and ML in finance.

Connaissances

Python

C++

R

Mathematical modeling

Probability theory

Stochastic calculus

Numerical optimization

Formation

Master's degree or PhD in Quantitative Finance or related field

Outils

Git

Jupyter

NumPy

Pandas

QuantLib

Description du poste

The frontier of finance is increasingly quantitative, driven by sophisticated models and algorithmic precision. As a Quantitative Analyst (Quant), you will be critical in refining AI's understanding of advanced financial mathematics, derivatives pricing, and complex risk models, transforming it into an indispensable tool for cutting‑edge financial engineering and algorithmic trading.

Key Responsibilities

• Evaluate AI-generated analyses of quantitative finance models, including stochastic calculus, time series analysis, and numerical methods.
• Assess AI's comprehension of derivatives pricing models (e.g., Black‑Scholes, binomial trees) and their underlying assumptions.
• Provide expert feedback on AI outputs related to risk models, including VaR, CVaR, stress testing, and counterparty credit risk.
• Identify and correct factual inaccuracies or logical flaws in AI's interpretation of algorithmic trading strategies and market microstructure.
• Refine AI's capacity to explain complex mathematical concepts and their application in financial markets.
• Develop training data on statistical arbitrage, factor models, and machine‑learning applications in finance.

Ideal Qualifications

• Master's degree or Ph.D. in Quantitative Finance, Financial Engineering, Mathematics, Physics, Statistics, or Computer Science.
• Minimum 5 years of experience as a Quant in an investment bank, hedge fund, or asset management firm.
• Expertise in programming languages (e.g., Python, C++, R) for quantitative modeling and data analysis.
• Deep understanding of probability theory, stochastic processes, and numerical optimization techniques.
• Proven experience with derivatives pricing, risk management, or algorithmic trading strategies.
• CFA or FRM (Financial Risk Manager) designation is a plus.

Project Timeline

• Start Date: Within 2 weeks
• Duration: Ongoing, minimum 6 months
• Commitment: Flexible, 15‑25 hours per week

Push the boundaries of AI in quantitative finance – apply to join our elite team!