GAMMA QUANT ENGINEER (HYBRID PORTO)
Portuguese company hires for hybrid position
Location:
Porto, Portugal
Only candidates already based in Portugal will be considered.
Language Requirements: Fluent English
Seniority: 1-3 years
Instructions: Please send your CV in English and make sure to include all skills and experience that match the requirements of the opportunity. This will significantly increase your chances of success
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Important: All mandatory requirements listed below
must be clearly stated in the CV
. Applications that do not explicitly include the required qualifications and skills will not be considered.
Role Overview
We are looking for a Gamma Quant Engineer to join a quantitative research team responsible for the design, implementation, and enhancement of financial models and quantitative tools used in Global Markets activities.
The role involves close daily collaboration with Trading and Risk teams, supporting the valuation and risk management of equity derivatives portfolios. The position is based in Porto, with potential initial training in Paris to facilitate onboarding and collaboration with international teams.
Main Responsibilities
* Maintain and enhance pricing libraries and related quantitative tools
* Design and implement new financial models (e.g. volatility, correlation, risk dynamics) aligned with business requirements and regulatory constraints
* Perform quantitative engineering to support trading desks in valuation, risk analysis, and portfolio management
* Contribute to the continuous improvement of models, controls, and processes
* Work closely with traders, risk managers, and other quantitative professionals
Technical Skills (Mandatory)
* Master's or PhD degree in Mathematics, Statistics, Finance, Physics, or Engineering
* Strong programming skills
* Research-oriented mindset, with strong attention to detail
* Solid understanding of Computer Science fundamentals, including algorithms and computational complexity
* Hands-on experience with Python, including standard libraries such as NumPy and Pandas
* Familiarity with Linux environments and version control systems (e.g. Git)
Language Requirements
* English: Expert / Fluent
Soft Skills
* Enjoys programming and quantitative challenges
* Ability to explain complex concepts in a clear and concise manner
* Proactive, driven, and adaptable mindset
* Strong interest in automation and continuous improvement of controls and procedures
Keywords (must appear in the CV)
Gamma Quant Engineer, Quantitative Engineer, Quantitative Research, Financial Models, Pricing Models, Equity Derivatives, Volatility Models, Correlation Models, Risk Management, Python, NumPy, Pandas, Algorithms, Computer Science, Linux, Git, Global Markets, Porto
CI - PROC25762