Lead Quantitative Library Developer

Search and Develop Quantitative Tools

We are looking for a Vice President Quant (Front) to lead the development of quantitative libraries in the Markets and ALM areas.

The successful candidate will be responsible for :

Development of valuation libraries for different trading desks in the Markets and ALM areas.

Support and evolution of developed tools.

Creation of new tools for risk monitoring and pricing in the Markets and ALM areas.

Creation of documentation for developed methodologies and libraries.

Requirements :

Higher education degree in scientific or technical fields : mathematics, physics, industrial engineering, telecommunications, computer science, engineering, or related fields.

Basic knowledge of valuation theory for interest rate, FX, equity, and commodity products.

Programming skills in object-oriented languages (C#, C++, Java).

Knowledge of Python for scripting and modeling, as well as main optimization and matrix calculation libraries.

Databases knowledge (MongoDB, SQL).

Skill in version control systems (Git).

Masters, postgraduate degrees, or other qualifications in finance will be valued.

Prioritization will be given to public code repositories demonstrating the above qualities.

Teamwork, communication, and leadership skills. Ability to oversee entire development lifecycle.

Interaction with Markets and ALM areas' systems and tables.

Creativity and innovation in quantitative and technological aspects.

Curiosity and willingness to learn.

Knowledge of and follow-up on latest trends in quantitative topics.

Analytical and synthesis skills, initiative, and enthusiasm.

The ideal candidate must demonstrate solid experience in programming and developing quantitative libraries, as well as strong analytical and communication skills. Adaptability to new challenges is essential for this role.

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