Quantitative Engineer Role
We are looking for a skilled Quantitative Engineer to join our team responsible for the design, implementation, and enhancement of financial models and quantitative tools used in Global Markets activities.
The role involves close 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
1. Maintain and enhance pricing libraries and related quantitative tools
2. Design and implement new financial models (e.g. volatility, correlation, risk dynamics) aligned with business requirements and regulatory constraints
3. Perform quantitative engineering to support trading desks in valuation, risk analysis, and portfolio management
4. Contribute to the continuous improvement of models, controls, and processes
5. Work closely with traders, risk managers, and other quantitative professionals
Required Skills and Qualifications
* 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