full-time
Quantitative Analyst, Front Office (Calypso)
Nasdaq
- Employer
- Nasdaq
- Location
- Paris
- Working pattern
- hybrid
About the role
You will design, implement, and productionize pricing and risk models for global trading desks across various asset classes. Additionally, you will collaborate with engineering teams on performance optimization and partner with clients to calibrate and validate models. Candidates must hold a PhD in a quantitative discipline and have up to 5 years of experience in derivatives analytics. Proficiency in Java, C++, or C# and a strong foundation in stochastic calculus and numerical methods are required.