H/F Manager - Analyste Quantitatif Front Office
Core
Design, develop, and implement advanced pricing models for rates, credit, equity, FX, and exotic derivatives while supporting trading desks with valuation, calibration, and risk issues.
Role type
Senior Consultant / Manager in Quantitative Advisory
Builds
Pricing libraries, valuation platforms, and calculation architectures for client trading desks
Domain
Investment Banking / Quantitative Finance
Deliverable
production ML models
Required skills
Advanced pricing models, C++, C#, Python, XVA (CVA, DVA, FVA, MVA), project management, team leadership
Preferred skills
Strategic program leadership, commercial proposal development, research publications
Technologies
C++, C#, Python
Responsibilities
Design and implement advanced pricing models for rates, credit, equity, FX, and exotic derivatives; Support trading desks with valuation, calibration, and risk; Lead or contribute to strategic programs like quantitative library refactoring; Interact with Risk, Model Validation, and IT teams; Mentor consultants and ensure deliverable quality; Participate in commercial responses and client relations
Seniority
Senior, hands-on IC with management responsibilities