Senior Quantitative Index Structurer

Paris, France

Euronext

Euronext is the pan-European stock exchange and market infrastructure, connecting European economies to global capital markets to accelerate

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As a Senior Quant Index Structurer, you will join a team of 7 index designers across equities & fixed incomes. You will have the opportunity to develop flagship products such as our Blue-Chip & Benchmark Indices, focusing on the strategic index offering for Buy Side Institutional and Sell Side clients. You will contribute to solving complex problems and developing advanced quantitative solutions for the index business and lead the quantitative research and index design of the Euronext Index Business.

Your responsibilities will include:

  • Design and develop systematic, rules-based indices across alternative asset classes (e.g., volatility, commodities, rates, multi-asset, ESG, crypto).
  • Develop quantitative models to support index construction, backtesting, and performance attribution.
  • Optimize index methodologies using statistical, machine learning, or econometric techniques.
  • Market Research: Identify growth opportunities across various types of tradable products.
  • Research Publication: Publish applied research papers on index-related ideas and lead quantitative index content.
  • Thought Leadership: Act as a thought leader across various quant index capabilities (options-based strategies, applied machine learning strategies, factors, etc.).
  • Collaboration: Closely collaborate with other quant teams to identify new quantitative index ideas as well as sales to align index structuring priorities with commercial goals.

Other Areas of Expertise:

  • Data Quality: Ensure consistency of internal databases and perform quality checks when designing indices.
  • Operational Tasks: Request ISIN codes, make announcements to data vendors (Bloomberg, Reuters, etc.).
  • Infrastructure Modernization: Optimize index-related tools to enhance scalability and efficiency.

Desired Profile:

  • Strong background in financial engineering, quantitative finance, or applied mathematics.
  • Proficiency in Python, R, or C++ for data analysis and model development.
  • Deep understanding of derivatives, structured products, and risk models.
  • Experience with index methodologies, benchmarking, and market microstructure.
  • Communication Skills: Excellent communication and relationship-building abilities.
  • Customer Focus: Strong customer focus and commercial drive.
  • Languages: Full professional proficiency in English is required.

Qualifications:

  • Degree: Master's degree in mathematics, engineering, or computer science with strong finance elements and business knowledge. Degrees in economics or finance with strong quantitative elements, especially in portfolio management, are also welcome.
  • Experience: Minimum 3-5 years' experience in indexation, portfolio construction, financial product development, or trading.

Euronext Values

Unity

•        We respect and value the people we work with

•        We are unified through a common purpose

•        We embrace diversity and strive for inclusion

Integrity

•        We value transparency, communicate honestly and share information openly

•        We act with integrity in everything we do

•        We don’t hide our mistakes, and we learn from them

Agility

•        We act with a sense of urgency and decisiveness

•        We are adaptable, responsive and embrace change

•        We take smart risks

Energy

•        We are positively driven to make a difference and challenge the status quo

•        We focus on and encourage personal leadership

•        We motivate each other with our ambition

Accountability

•           We deliver maximum value to our customers and stakeholders

•           We take ownership and are accountable for the outcome

•           We reward and celebrate performance

We are proud to be an equal opportunity employer. We do not discriminate against individuals on the basis of race, gender, age, citizenship, religion, sexual orientation, gender identity or expression, disability, or any other legally protected factor. We value the unique talents of all our people, who come from diverse backgrounds with different personal experiences and points of view and we are committed to providing an environment of mutual respect.

Additional Information

This job description is only describing the main activities within a certain role and is not exhaustive. It does not prevent to add more tasks, projects.      

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* Salary range is an estimate based on our AI, ML, Data Science Salary Index 💰

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Tags: Computer Science Crypto Data analysis Data quality Economics Engineering Finance Machine Learning Market research Mathematics ML models Python R Research Statistics

Perks/benefits: Career development Equity / stock options Team events Transparency

Region: Europe
Country: France

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