Senior quantitative analyst C++/C#

Our client, a leading international financial institution, is looking for a Senior Quantitative Analyst to join its R&D team as a Quant.
You will participate in the implementation and optimization of the Initial Margin (IM) calculation, in close collaboration with the Risk and Front Office teams.
The work environment is both technical and quantitative, with a high level of demand regarding performance, mathematical rigor, and code quality.

Main Missions

• Implement and optimize the Initial Margin (IM) calculation models.

• Collaborate with the Risk and Front Office teams to ensure the consistency and performance of the calculations.

• Participate in the design, development, and maintenance of complex financial libraries.

• Contribute to the continuous improvement of calculation tools and processes.

• Ensure the reliability, scalability, and robustness of the developed solutions.

Profile Sought

• 5 to 10 years of experience in a Quant environment, ideally in Front Office.

• Excellent proficiency in C++ and C#.

• Knowledge of Python is a plus.

• Strong skills in financial mathematics and modeling.

• Good understanding of financial library architectures and performance issues.

• Rigorous, autonomous, and collaborative spirit.

Advantages of this Opportunity

• Join an R&D team within a leading international institution.

• Work on strategic projects with high added value directly related to the Front Office.

• Develop deep technical and quantitative expertise.

• Evolve in a stimulating environment, combining innovation, technical excellence, and collaboration.