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Gamma Quant Engineer
contractPorto

Summary

Location

Porto

Type

contract

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About this role

Every moment counts. Especially those you live to the fullest. Welcome to Consort Group.

For over 30 years, Consort Group has been helping companies leverage their data and infrastructure. It is backed by two leaders, Consortis and Consortia, and places people and social responsibility at the heart of its values.

This is your future team

Established in 2021, Consort Portugal supports the strategic offshoring choices of our clients, particularly in Europe, and brings our expertise in infrastructure services to the Portuguese market. With a team of around 45 employees, our Service Center based in Porto is developing a dynamic nearshore business, offering the French and European markets an environment of excellence and high potential.

Gamma Quant Engineer

This is your mission

Are you passionate about quantitative finance, financial modeling, and programming? Then this position is for you.

As a Gamma Quant Engineer, you will be responsible for designing, implementing, and maintaining pricing and risk models as well as supporting trading and risk teams within a Global Markets ecosystem.

Build side:

  • Design and implement innovative financial models involving volatility, correlation, and other market dynamics

  • Develop and enhance pricing libraries used across equity derivatives activities

  • Translate business requirements and regulatory constraints into robust quantitative solutions

  • Perform quantitative engineering to improve valuation and risk management tools

  • Contribute to research initiatives with a strong focus on model accuracy and performance

Run side:

  • Maintain and support existing pricing libraries and associated tools

  • Work closely with Trading and Risk teams on day-to-day valuation and risk topics

  • Ensure reliability, scalability, and performance of quantitative libraries in production

  • Troubleshoot model, data, or implementation issues impacting trading desks

  • Continuously improve automation, controls, and monitoring of quantitative processes

This is your background

You have at least 2 years of experience in demanding quantitative finance, financial engineering, or risk management environments. You enjoy programming and solving complex quantitative problems and are constantly innovating. You are looking for an environment where your ideas matter and where technology goes hand in hand with collaboration between quants, traders, and risk teams.

This is your career path.

You have experience working in front-office or close-to-market quantitative roles, collaborating with trading and risk stakeholders. You are motivated by applied research, continuous learning, and the opportunity to grow within a global markets context, including exposure to international teams and methodologies.

This is your expertise:

  • Python (NumPy, Pandas, and standard scientific libraries)

  • Strong foundations in algorithms, data structures, and computational complexity

  • Version control (Git) and Linux-based development environments

  • Quantitative modeling in finance (pricing, risk, volatility, correlation)

  • Academic background: Master’s or PhD in Mathematics, Statistics, Finance, Physics, or Engineering

This is how you work as part of a team:

  • Enjoy programming challenges and complex problem-solving

  • Able to explain complex quantitative concepts clearly and concisely to non-specialists

  • Research-oriented mindset with strong attention to detail

  • Proactive, driven, and adaptive in improving automation, controls, and processes

  • Collaborative and comfortable working closely with trading and risk teams

Language Skills

English – C1

This is our commitment

At Consort Group, you are an expert who we support so that every assignment becomes a step that counts.

  • Attentive and human onboarding

  • A truly hands-on management style

  • Continuous training opportunities

  • Concrete commitments: inclusion, equality, solidarity

  • The Move Up x United Heroes program to get moving and breathe

  • A comprehensive HR package: health insurance, TR card, CSE, pension plan

  • A culture of feedback and meaningful projects

The recruitment process:

  1. An initial phone call with our recruitment team

  2. An HR interview and a job interview with a business engineer

  3. A test or technical interview with one of our experts

  4. A final meeting with your future manager or project manager

  5. And if we're a good fit, we'll get started together

Good to know

Location: Porto

Contract: Permanent contract

Remote work: Hybrid

Job category: Quantitative Engineering / Global Markets / Financial Engineering


What you will do here, you won't do anywhere else.

This moment is yours.

Other facts

Tech stack
Python,Quantitative Modeling,Financial Engineering,Risk Management,Algorithms,Data Structures,Computational Complexity,Version Control,Linux,Volatility,Correlation,Financial Modeling,Problem Solving,Automation,Attention to Detail,Collaboration

About Consort Group

Acteur de référence des systèmes d’information augmentés par l’intégration stratégique de la data, Consort Group accompagne les entreprises pour leur permettre de valoriser ce patrimoine à son plein potentiel et en faire un avantage compétitif majeur. À travers ses deux marques, Consortis, leader des services aux infrastructures informatiques, et Consortia, expert Data, Développement digital et Ingénierie Médias, Consort Group dispose d’une plateforme unique et intégrée de compétences et de services managés, adossée à un outil industriel complet et agile. Consort Group, c’est aussi une communauté de talents et d’experts engagés quotidiennement auprès de leurs clients, dans des environnements stimulants et responsabilisants. Faites passer votre entreprise dans une nouvelle dimension, contactez-nous : www.consort-group.com

Team size: 1,001-5,000 employees
LinkedIn: Visit
Industry: IT Services and IT Consulting

What you'll do

  • As a Gamma Quant Engineer, you will design, implement, and maintain pricing and risk models while supporting trading and risk teams. You will also enhance pricing libraries and troubleshoot issues impacting trading desks.

Ready to join Consort Group?

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Frequently Asked Questions

What does a Gamma Quant Engineer do at Consort Group?

As a Gamma Quant Engineer at Consort Group, you will: as a Gamma Quant Engineer, you will design, implement, and maintain pricing and risk models while supporting trading and risk teams. You will also enhance pricing libraries and troubleshoot issues impacting trading desks..

Why join Consort Group as a Gamma Quant Engineer?

Consort Group is a leading IT Services and IT Consulting company.

Is the Gamma Quant Engineer position at Consort Group remote?

The Gamma Quant Engineer position at Consort Group is based in Porto, Porto, Portugal. Contact the company through Clera for specific work arrangement details.

How do I apply for the Gamma Quant Engineer position at Consort Group?

You can apply for the Gamma Quant Engineer position at Consort Group directly through Clera. Click the "Apply Now" button above to start your application. Clera's AI-powered platform will help match your profile with this opportunity and guide you through the application process. You can also learn more about Consort Group on their website.