Equities Quant Developer - Investment Bank

- Development and validation of new products to support complex new trades

- Development of new models and validation of reserves methodologies

- Participate in the implementation of the model governance framework Provide support of product development tasks:

- Develops new products with their appropriate model, model calibration tools and risks.

- Develops and maintains complex products such as Vol Caps, Quantitative Investment Strategies, Collateralized Loans, new one-off trades

- Defines model reserves methodologies in collaboration with Product Control and Trading. Monitors these reserves. Contributes to their industrialization

- Develop and maintain a testing framework for new products and models

- Day to day support / Bugs fixing

- Assist in the release of the Quant libraries and tools

- Assist in deploying the product development tools to users