The EQD Gamma team is responsible for the research and implementation of advanced financial models and tools supporting Global Markets activities. The team works closely with Trading and Risk on a daily basis to manage valuation and risk of Equity Derivatives portfolios.
This role is based in Porto and supports Global Markets activities worldwide. Initial training in Paris may be provided to support onboarding and knowledge transfer.
Role Overview
You will work on the development, enhancement and support of pricing libraries and quantitative tools, contributing directly to valuation, risk management and model innovation for Equity Derivatives.
Key Responsibilities
• Maintain and enhance pricing libraries and associated quantitative tools.
• Design and implement new financial models (volatility, correlation, etc.) in line with business needs and regulatory constraints.
• Perform quantitative engineering to support traders in valuation and risk management of their portfolios.
• Collaborate closely with Trading and Risk teams on a day-to-day basis.
Required Skills & Experience
• Master's or PhD degree in Mathematics, Statistics, Finance, Physics or Engineering.
• Strong programming skills and a research-oriented mindset.
• Solid understanding of computer science fundamentals (algorithms, complexity, data structures).
• Strong experience with Python and standard libraries (NumPy, Pandas).
• Familiarity with Linux environments and Git/version control.
• High attention to detail and strong analytical skills.
Soft Skills
• Enjoys programming and quantitative problem-solving.
• Able to explain complex models and concepts clearly and concisely.
• Proactive and adaptable, with a strong focus on automation and continuous improvement.
Work Model:
First 4 to 8 weeks 100% on-site (depending on progression) after that you will be place on a hybrid work model 50