We are seeking a highly skilled Quantitative Analyst to join the
Front Office Interest Rates & FX Quant team
at a leading investment bank. The team has recently merged with Risk Management, giving exposure across
both pricing and risk modelling
.
Key Responsibilities
* Develop and enhance pricing and risk models for Interest Rates and FX products.
* Partner with traders and risk managers on model validation, calibration, and implementation.
* Deliver analytical tools to support trading, hedging, and risk management strategies.
* Contribute to the design of model architecture and ensure compliance with regulatory requirements.
Requirements
* Advanced degree (PhD/MSc) in Quantitative Finance, Mathematics, Physics, or related field.
* Strong skills in stochastic calculus, numerical methods, and financial modelling.
* Proficiency in programming (Python, C++, or similar).
* Experience with Interest Rates and/or FX products.
Location & Mobility
* Candidates may be based in
Paris or Frankfurt
.
* Initial 18-month assignment in Frankfurt
is required, with the expectation to return to Paris thereafter