Junior Quantitative Researcher - Equities

Junior Quantitative Researcher – Equities (Paris)

Overview

Our client is looking for a highly capable and motivated Junior Quantitative Researcher to join their front‑office Equities team based in Paris. This role sits within a growing quantitative function and provides the opportunity to work directly with senior quants, traders, and structurers on high‑impact modelling and analytical initiatives.

You will contribute to the development, enhancement, and maintenance of quantitative models used across Equities, with a strong emphasis on Equities Repo and Securities Financing . This is an ideal role for a quant with strong mathematical and modelling skills who is looking to deepen their expertise within a dynamic trading environment.

The position begins on a contract basis , with a strong potential for conversion to a permanent role based on performance.

Key Responsibilities

Model Development & Enhancement

• Design, develop, and refine pricing models to support Equities, Equities Repo, and Securities Financing activities.
• Contribute to the calibration and validation of models to ensure robustness, accuracy, and alignment with market standards.
• Build and improve analytical tools and methodologies used for pricing, valuation, and risk assessments.

Front‑Office Support

• Collaborate closely with traders, researchers, and structurers to deliver quantitative insights and real‑time analytical support.
• Help translate business requirements into model enhancements or analytical solutions.
• Provide troubleshooting, optimisation, and guidance on model behaviour and performance.

Technical Contribution

• Implement prototypes, model components, and analytical modules using C++ and Python , focusing on clear, reliable, and production‑aligned code.
• Assist in the maintenance and extension of internal quantitative libraries and research frameworks.
• Support automation initiatives and improvements in modelling workflows.

Research & Documentation

• Conduct quantitative research to enhance methodologies and pricing approaches across products.
• Contribute to clear documentation of models, assumptions, methodologies, and technical designs.
• Engage in continuous improvement and benchmarking exercises to ensure models meet evolving business and regulatory standards.

Required Skillset

• 3-5 years of experience in quantitative research, quantitative analytics, or a related front‑office quant function.
• Strong understanding of Equities Repo , Securities Financing , or similar asset classes.
• Solid grounding in pricing theory , stochastic calculus , and financial mathematics .
• Proficiency in C++ and Python for modelling, prototyping, and analytical development.
• Proven experience working with front‑office teams in a fast‑paced environment.
• French language skills are a strong plus but not mandatory.

Ideal Candidate Profile

• Strong mathematical aptitude with the ability to implement models that are both theoretically sound and practically relevant.
• Proactive, curious, and able to work with both technical specialists and business stakeholders.
• Excellent attention to detail and a commitment to producing high‑quality analytical output.
• Eager to grow in a high‑performing quantitative environment and benefit from mentorship by senior quants.
• Looking for a long‑term opportunity with the potential to transition into a permanent role.

What This Role Offers

• Exposure to a broad range of equities‑related products and financing structures.
• Hands‑on collaboration with senior quants and front‑office teams.
• A learning‑rich environment with opportunities to influence model design and analytical capabilities.
• Potential to transition into a permanent position in a high‑growth team.
• A role focused on pricing and modelling excellence rather than heavy software development.