Senior Quantitative Analyst (remote & London)Paris, France
Niveau d'études :
de Bac + 5 au minimum à Bac + 8 ou plus au maximum
Expérimenté (6-10 ans) au minimum
Description du poste
- Analyse, design, and develop new models for IRT.
- Test and implement your models.
- Collaborate with traders and risk managers to improve it.
- You will also work on the optimization of existing valuation models.
- At least 7 years of experience as a quantitative analyst.
- Knowledge of the valuation models of interest rate derivatives.
- Good programming skills in Object Oriented Programming Language, C ++ or C #
- French speaking
- Knowledge of risk indicators (VaR, XVA, …)
- Takeoff date: as soon as possible
- Rocket launch site: in a remote way so far but as soon as possible 3 days/week in London will be required.
- You’ll get assistance for having UK work visa.