Gmqre Gamma Quant Engineer (Hybrid)

GMQRE GAMMA QUANTENGINEER(HYBRID LISBON OR PORTO)

Portuguese company hires for hybrid position

Location: PortoPortugal (Lisbon also possible)

Only candidates already basedin Portugal will be considered

Work Model: Hybrid (50%remote per month)

Language Requirements:Fluent English

Seniority: Junior (03years)

Sector: Banking

Instructions: Please send yourCV in English and make sure to include all skills and experience that match therequirements of the opportunity. This will significantly increase your chancesof success

About the Role

A global markets quantitative team is looking for a JuniorGamma Quant Engineer to join its Equity Derivatives (EQD) Gamma team. This teamis responsible for the research development and implementation of advancedfinancial models and pricing tools working closely with Trading and Risk teamsto manage valuation and risk across equity derivatives portfolios.

You will be part of an international environmentsupporting global market activities with potential initial training in Paristo become familiar with systems methodologies and to build strongrelationships with global stakeholders.

This role is ideal for candidates with a strong quantitativebackground a passion for programming and an interest in financial markets andrisk modeling.

Key Responsibilities

• Maintain and enhance pricing libraries used in production environments
• Design and implement new quantitative financial models including volatility and correlation modeling aligned with business needs and regulatory constraints
• Develop build and support tools based on quantitative libraries
• Perform quantitative engineering to support traders in managing valuation and risk exposure
• Contribute to continuous improvement of models controls and automation processes

Technical Profile & Qualifications

• Masters or PhD in Mathematics Statistics Finance Physics or Engineering
• Strong programming skills with a quantitative mindset
• Solid understanding of Computer Science fundamentals (algorithms complexity data structures)
• Hands-on experience with Python and standard libraries (NumPy Pandas)
• Knowledge of Linux environments and Git / version control is a plus
• Strong research-oriented mindset with high attention to detail

Language Requirements

• English Expert level (mandatory)

Soft Skills & Mindset

• Enjoy tackling complex programming and modeling challenges
• Ability to explain complex quantitative concepts clearly and concisely
• Proactive driven and adaptive when improving automation controls and processes
• Strong analytical thinking and problem-solving skills

Keywords

Gamma Quant Engineer Quantitative Engineering EquityDerivatives Financial Models Pricing Libraries Volatility Modeling RiskManagement Python NumPy Pandas Algorithms Global Markets Hybrid WorkPorto Lisbon English Expert

#CI - PROC25762