Quantitative Engineer / Senior Quantitative Engineer

Duration: 6 months | Start date: September 1, 2026 | Location: Paris | Daily rate: based on experience

 

We are looking for a Quantitative Engineer / Senior Quantitative Engineer on behalf of one of our clients in the banking sector as part of a project with a strong quantitative component.

 

Context

As part of strengthening their quantitative team, our client is seeking an experienced consultant to address issues related to pricing models, payoff testing, and development within a pricing library. The consultant will work in a demanding environment, interacting daily with quantitative research teams, the Front Office, trading teams, and independent validation teams.

 

Roles and responsibilities

  • Participate in work on pricing models across different asset classes.
  • Perform payoff and model tests within a pricing library.
  • Developing and maintaining tools in Python.
  • Automate processing and handle large volumes of data.
  • Collaborating with the Quant, Trading and Model Validation teams.
  • Produce clear and high-quality documentation in French and English.

 

Required Skills

  • 3 to 6 years of experience as a As to or Quantitative Engineer.
  • 2-5 years of experience within a quantitative research, structuring, trading or model validation team.
  • Solid financial and mathematical background.
  • Good command of pricing models on the interest rate, equity, FX and credit derivatives.
  • Experience of pricing libraries, calculation engines, Excel and Python.
  • Excellent development skills Python.
  • Ability to develop clean, industrialized, and maintainable code.
  • Excellent writing skills in French and English.
  • Excellent interpersonal skills and ability to work with business and technical stakeholders.
  • Knowledge of Sophias, Murex and/or Summit is a plus.

 

Details

  • Duration: 6 months
  • Start date: September 1st
  • Location: Paris
  • Freelance

 

If you are ready to take on this challenge within a major project, please send us your detailed CV highlighting your relevant experience in relation to this mission.

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