Location: Paris, France

Our client is a tier 1 investment bank with offices in more than 30 countries across Europe, Asia and North America. The bank is a major actor in Capital Markets within Equities, Fixed Income, Credit, Forex and Commodities.

As the FRTB program mobilises a big part of the teams of our client, the Front Office Fixed Income Quant IT team is now looking to increase their development capabilities by on-boarding a talented Fixed Income Quant IT with extensive experience of Summit.

As a result, Phi Partners is looking to hire a Summit Quant IT with strong understanding of Interest rate derivatives as well as credit derivatives. This will be an initial 12 months engagement but the consultant will be expected to remain part of the team for the next 3 years. The selected candidate will have demonstrated experience working in Financial Services. You will have a good understanding of financial instruments in general and in particular interest rates and Credit Derivatives.

In addition, the candidate will have a strong expertise in C++ and a demonstrable experience working as a Front Office Quant IT on Summit and Fixed Income financial libraries. We are looking for a candidate that will also have strong analytical capabilities. Finally, the candidate will have the ability to communicate well with all levels of the business community, will have a methodical and practical approach to problem solving and troubleshooting as well as demonstrated experience contributing to and delivering projects as part of a team.

This is a unique opportunity to integrate a team of Quant IT specialists and take part of one of the biggest change program of the decade for one of the largest and most dynamic financial institution in Europe. The selected candidates will have the chance to be surrounded by some of the top specialist in the market.