Lunalogic

About the Company

Lunalogic is an independent French advisory firm, established for more than twenty years on the international market. Leader in advising financial actors (historical banks, management companies, fintech or insurance companies), recognized for its ability to tackle all the challenges of the sector, Lunalogic is committed to excellence and operates in line with its clients' best interests.

Listed Jobs

Company Name

Lunalogic

Job Title

Quantitative Analyst Front office

Job Description

**Job Title:** Quantitative Analyst – Front Office **Role Summary:** Develop and implement valuation models for exotic interest‑rate derivatives within a front‑office trading environment. Collaborate with traders and structuring teams to deliver robust pricing tools, ensure model governance compliance, and continuously enhance quantitative libraries. **Expectations:** - Minimum 5 years of experience as a Quant Modeler in an investment‑bank front office. - Proven expertise in interest‑rate derivative modeling and C++ development. - Ability to work autonomously, produce high‑quality documentation, and communicate effectively with senior business stakeholders. **Key Responsibilities:** - Design and develop theoretical frameworks for pricing exotic interest‑rate products. - Document model assumptions, methodologies, and limitations to satisfy governance and validation standards. - Implement models and pricing engines in C++ within the front‑office system. - Work closely with traders and structuring teams to address business requirements and provide technical support. - Contribute to the ongoing improvement of quantitative libraries and pricing tools. **Required Skills:** - Deep quantitative modeling experience for interest‑rate derivatives. - Strong C++ programming proficiency (including performance‑critical code). - Familiarity with front‑office trading systems and market data flows. - Solid understanding of pricing and risk management concepts for rate products. - Professional proficiency in English (written and spoken). - Analytical rigor, self‑direction, and strong interpersonal skills. **Required Education & Certifications:** - Engineering degree from a top‑tier school or equivalent qualification in Applied Mathematics, Quantitative Finance, or related field. - No specific certifications required, though CFA, FRM, or similar credentials are a plus.

Île-de-france, France

Hybrid

Mid level

11-02-2026