XVA Quant - CVA/FVA

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Paris, France

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Full-time

Hybrid

Drive front-office pricing, risk and trading analytics for Fixed Income & Rates across pre- and post-trade flows. Build performant services within an event-driven architecture; partner with traders and quants.

Strong coding in Python, C#, SQL. Knowledge of IR curve construction, calibration (SABR/HJM), Monte Carlo / PDE techniques and numerical optimisation. Experience with pricing/risk systems on sell-side desks.

Pricing & Risk in Fintech

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