Front Office Derivatives Quant Analyst with ML (VP), PARIS

Ref: QAML-1702
Total to €250K Euros + Benefits
Top-Tier Investment Bank
Fixed Income or Credit Derivatives Modelling, Machine Learning, Python, C++ or C#

This top-tier investment banking group seeks to hire a Quant Analyst to join their front office quant group in Paris London. With a background in Fixed Income or Credit areas, you will support the trading desks, work on trading tools, In addition to applying existing models, and help identify and develop Machine Learning techniques applied to derivatives pricing, P&L and risk.


  • Strong classic quant model skills (5 yrs +) with risk neutral pricing, hedging, etc., with strong ML skills
  • Must have Python: PyCharm, Jupyter, Pandas, TensorFlow: advanced user.
  • Any of the following: Market Intelligence, NLP, Alternative Data, Pricing prediction
  • Hands on experiences applying advanced machine learning methods & techniques
  • Extensive experience of coding in a big library environment, close to trading  
  • Comfortable in a transversal quant team with big library in a strongly regulated environment
  • Good programming skills in an OO language, either C++ or C#
  • Very good mathematical finance knowledge

CVs in English please.