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FO Quant – Rates Exotics & Forex Derivatives (Paris)
Join a well known Investment Bank in the Research and Development (R&D) team in Paris. They’re looking for two additional headcount for VP level Front Office Quants , within their Rates Exotics and Forex Derivatives group.
You will develop and maintain pricing and risk management models for complex interest rate and currency derivatives, supporting trading desks across fixed income and FX markets .
This role offers the opportunity to deepen expertise in programming, financial mathematics, and quantitative finance , delivering innovative, high-quality solutions in a collaborative environment.
Key Responsibilities
Model Design & Developmen t
- Gather and formalize requirements from traders and financial engineers related to valuation, hedging, and risk monitoring
- Design, develop, and test models using object-oriented programming (C# or C++ )
Model Implementation
- Integrate calculation libraries into the production environment following internal and regulatory standards
Model Usage & Support
- Provide daily support to trading teams on modeling, risk analysis, and hedging strategies
Ongoing Model Monitoring
- Monitor model performance over time and contribute to validation efforts
Requirements
- Advanced degree (Master’s or equivalent) in Finance, Financial Engineering, Mathematics, or related field .
- Significant experience (8–10+ years) in derivative product pricing and modeling , ideally in front-office quantitative teams.
- Strong programming skills: proficiency in either C# or C++ is required , with Python considered a bonus.
- Solid understanding of Rates Exotics and/or Forex Derivatives , with exposure to other fixed income products or stocks/indices.
- Strong analytical skills, ability to manage multiple projects simultaneously, and thrive in a fast-paced, demanding environment .
- Proficiency in French and English , both technical and everyday.
Why Join:
- Work in a collaborative environment with exposure to trading, risk, finance, and IT teams
- Opportunities for career growth and international mobility
- Competitive package including salary, bonus, and profit-sharing
- Flexible working arrangements and comprehensive benefits
Apply to the role if you meet the above and have the RTW in Paris. (no sponsorship is available at this time.)
If you prefer roles in London please do still get in touch but mention the location.
Please send CV’s to tg@barclaysimpson.com
Job ID TG43846
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
