Senior Quantitative Analyst (Equities)- Hedge Fund

Requirements:

• Strong knowledge of equity derivatives products
• Extensive experience with C++ / C#.
• Participation in large-scale projects
• Object-oriented programming
• Comfortable with large-scale libraries and working with different profiles (quants, IT, MO, Risk)
• Ability to propose new design patterns and architectures with a strong emphasis on clean and ordered code with a focus on industrialization.
• Strong mathematical skills
• Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools.
• Development and implementation of models used for pricing and risk management, including PL Explain and capital charge Tools.
• Supporting desk strategists by providing them with quantitative tools
• Strong technical skills with experience in a quantitative analysis team (coding C++/C#/python, modeling, systems)
• Strong communication skills
• Proactive in the promotion of new ideas
• Development and implementation of models used for pricing and risk management

Essential

• Top educational background, Masters/Ph.D. in a quantitative subject (e.g. Maths, Physics, Computer Science)

Location: Paris

Salary: € competitive + Bonus and great amounts of benefits

REFER A FRIEND/ COLLEAGUE

If you're interested in this opportunity, please forward you're CV ASAP. Alternatively, if you would like to know more information or have a confidential discussion please contact Shanaz Rob - call on +44 (0)203 603 4474 emails: shanaz.rob@srinvestmentpartners.com for more details.

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