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Front Office Quant, Cross-Asset with ML (VP), Paris
Millar Associates
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Front Office Quant, Cross-Asset with ML (VP), Paris

Millar Associates

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Details
Posted:
February 18, 2021
Location:
Paris, France
Salary:
Open
Type:
Full Time

Derivatives Modelling, Machine Learning, Python

ESSENTIAL SKILLS & EXPERIENCE:

  • Strong classic quant model skills (5 yrs +) with risk neutral pricing, hedging, etc., with strong ML skills
  • Python: PyCharm, Jupyter, Pandas, TensorFlow: advanced user.
  • Any of the following: Market Intelligence, NLP, Alternative Data, Pricing prediction
  • Hands on experiences applying advanced machine learning methods & techniques
  • Extensive experience of coding in a big library environment, close to trading
  • Good programming skills in OO language, either C++ or C#
  • Very good mathematical finance knowledge

​

CVs in English please. 

Internal Number: 10278263
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