Gamma Quant Engineer (Hybrid)

GAMMA QUANT ENGINEER (HYBRID PORTO)

Portuguesecompany hires for hybrid position
Location:Porto Portugal
Only candidates already based in Portugal willbe considered.
LanguageRequirements: Fluent English
Seniority: 1-3years
Instructions:Please send your CV in English and make sure to include all skills andexperience that match the requirements of the opportunity. This willsignificantly increase your chances of success

Important: All mandatory requirements listed below must be clearly stated in the CV.Applications that do not explicitly include the required qualifications andskills will not be considered.

Role Overview

We are looking for a Gamma Quant Engineer to join a quantitativeresearch team responsible for the designimplementation and enhancement of financial models and quantitative toolsused in Global Marketsactivities.

The role involves close daily collaborationwith Trading and Risk teamssupporting the valuation and riskmanagement of equity derivatives portfolios. The position isbased in Portowith potential initial trainingin Paris to facilitate onboarding and collaboration withinternational teams.

Main Responsibilities

Maintain and enhance pricing libraries andrelated quantitative tools

Design and implement new financial models(e.g. volatility correlation risk dynamics) aligned with businessrequirements and regulatory constraints

Perform quantitativeengineering to support trading desks in valuation risk analysis and portfoliomanagement

Contribute to the continuous improvement of models controls and processes

Work closely with traders risk managers and otherquantitative professionals

Technical Skills (Mandatory)

Mastersor PhD degree in MathematicsStatistics Finance Physics or Engineering

Strong programmingskills

Research-orientedmindset with strong attention to detail

Solid understanding of Computer Science fundamentalsincluding algorithms and computational complexity

Hands-on experience with Python includingstandard libraries such as NumPyand Pandas

Familiarity with Linux environments and version control systems(e.g. Git)

Language Requirements

English:Expert / Fluent

Soft Skills

Enjoys programmingand quantitative challenges

Ability to explain complex conceptsin a clear and concise manner

Proactive driven and adaptable mindset

Strong interest in automation and continuous improvementof controls and procedures

Keywords (must appear in theCV)

Gamma Quant Engineer Quantitative EngineerQuantitative Research Financial Models Pricing Models Equity DerivativesVolatility Models Correlation Models Risk Management Python NumPy PandasAlgorithms Computer Science Linux Git Global Markets Porto

CI - PROC25762