FO Quant Modeller - FI Derivatives (PARIS)

Front Office Quant Modeller – Fixed Income Derivatives (Paris)

I'm recruiting for another new and exciting opportunity in Paris. This Front Office Quant Modeller position sits within a leading global derivatives business and offers close interaction with trading, structuring, and technology teams.

The team sits on the Trading floor and previous front office experience is required. This role is offererd at VP or Director level. (or a strong AVP looking to fast track in promotion)

The role focuses on the development and enhancement of models that support pricing, risk management, and analytics across the Fixed Income derivatives space.

Please note: no visa sponsorship is available — candidates must already have the right to work in France.

Key Responsibilities

• Develop, calibrate, and maintain pricing models for rates and fixed-income derivative products (vanilla, exotics, hybrid).
• Partner with traders to deliver modelling enhancements aligned with market conditions and desk strategies.
• Implement models in production-quality libraries using advanced quantitative methods.
• Analyse model performance, identify limitations, and propose robust improvements.
• Contribute to curve construction, volatility modelling, simulation frameworks, and numerical optimisation.
• Support new product development and complex trade structuring with rigorous quantitative analysis.
• Collaborate with risk, validation, and tech teams to ensure transparency, performance, and compliance.

Skills & Experience

• Strong academic foundation in Mathematics, Physics, Engineering, Computer Science, or another quantitative discipline (MSc/PhD advantageous).
• Front office experience in a similar role is non-negotiable.
• Deep understanding of stochastic calculus, PDEs, numerical methods, and derivatives pricing theory.
• Proficiency in programming languages such as C++, C# and Python a plus.
• Experience with fixed-income markets, curve building, volatility surfaces, and pricing frameworks.
• Ability to communicate complex quantitative concepts to front-office and cross-functional teams.
• Strong analytical skills, problem-solving mindset, and attention to detail.

What We Offer

• High-impact role with direct front-office engagement.
• Opportunity to work on a broad range of fixed-income derivative products and modelling challenges.
• Dynamic, collaborative environment with strong exposure across the business.
• Excellent scope for technical and professional growth.

Please get in touch and those who meet the requirements will be contacted.

** Note ** We offer cash incentives for any successful candidats referred.

tg@barclaysimpson.com

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