Analyste Quantitatif Pricing (H/F) – Freelance

About

We are looking for a Quantitative Pricing Analyst (H/F) – Freelance to support a strategic mission within a major asset management player. In this context, you will be involved in setting up an expertise in independent counter-valuation of complex financial products, in a demanding and highly quantitative environment.

Responsibilities

• Design a robust and scalable pricing architecture
• Implement a complete independent counter-valuation chain
• Define market data: underlyings, curves, volatility surfaces
• Model, calibrate, and control pricing parameters
• Develop pricing libraries in Python
• Price structured products (EMTN): Autocalls, Phoenix, Reverse Convertibles, barriers
• Define appropriate numerical methods
• Implement controls, tolerance thresholds, and model documentation
• Collaborate closely with Front Office, Risk, and IT teams

Qualifications

• Minimum 7 years of experience in quantitative analysis, financial engineering, or risk
• Proven expertise in pricing structured products
• Very good command of quantitative models
• Excellent knowledge of market data
• Solid experience in quantitative Python development
• Good understanding of risk and independent valuation issues
• Experience in asset management or investment banking is a plus
• Autonomy, rigor, and ability to structure complex subjects

Conditions

• Long-term freelance mission: 12 months
• Location: Paris
• Desired start date: As soon as possible
• Environment: asset management / market finance