
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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