IT Quant - Market Risk Var (F/H)

Natixis Corporate & Investment Banking; Paris; Hybride; EUR 55 000 - 90 000; Plein temps

Avantages offerts par ce poste

RTT Days

On-site Catering

Gym Access

Corporate Concierge

Employee Savings Scheme

Profit-Sharing

Participation Contributions

Career Development Programs

Training Programs

Résumé du poste

An established industry player is seeking an IT Quant to join their market risk calculators team in Paris. This role involves developing and maintaining distributed calculation tools for market risk indicators like Value At Risk (VaR). You will engage in modeling financial products, enhancing pricing libraries, and implementing data visualization tools. With a hybrid work environment, this opportunity offers a collaborative atmosphere that prioritizes employee growth and impactful projects. If you are passionate about financial modeling and thrive in a multicultural setting, this role is perfect for you.

Qualifications

• 2+ years of experience in IT Quant roles with a focus on financial products.
• Proficient in financial modeling and project management.

Responsabilités

• Modeling and implementing financial product descriptions using Java and Scala.
• Enhancing pricing libraries and investigating performance issues.

Connaissances

Java

Scala

Financial Modeling

Data Analysis

Project Management

English (B2 Level)

Formation

Higher Education in Computer Science

Outils

Scénarisk Pricing Library

Data Visualization Tools

Description du poste

Join to apply for the IT Quant - Market Risk Var (F/H) role at Natixis Corporate & Investment Banking

Company Overview

Natixis Corporate & Investment Banking is a leading international financial institution providing advisory, investment banking, financing, commercial banking, and capital markets services to companies, financial institutions, investment funds, sovereign agencies, and supranationals.

With teams across approximately 30 countries, we advise clients on strategic development, supporting their growth and transformation while maximizing positive impact. We are committed to aligning our financing portfolio with a trajectory of carbon neutrality by 2050, helping clients reduce their environmental impact.

Part of the BPCE Group, France's second-largest banking group, we benefit from the group's strong financial position and solid ratings (S&P: A+, Moody's: A1, Fitch: A+).

Position and Responsibilities

You will join the market risk calculators team, composed of professionals in Paris and Porto. We develop and maintain distributed calculation tools for market risk indicators used across our trading floors in Europe, Asia, and the Americas, including Value At Risk (VaR) and Incremental Risk Charge (IRC).

Daily tasks include:

1. Participating in projects and functional enhancements by modeling and implementing descriptions of financial products (using Java and Scala);
2. Enhancing and extending the Scénarisk pricing library to other financial products;
3. Investigating pricing differences and performance issues;
4. Implementing visualization and analysis tools;
5. Testing, validating, and assisting in production deployment.

Our technical stack includes Java, Scala, and data visualization tools. We work in an agile environment, and you will be integrated into our IT Quant community.

Additional Information

Location: Paris, with up to 10 days of remote work per month. Benefits include RTT days, on-site services like catering, gym, and corporate concierge. Compensation comprises a fixed salary, annual bonus, and employee savings scheme with profit-sharing, participation, and matching contributions.

We prioritize our employees' growth through internal mobility, career development, and training programs. Our work environment is hybrid, inclusive, and collaborative. You can also engage in social causes through our corporate foundation.

Recruitment Process

You will be contacted by a recruiter before meeting our domain experts (manager, team member, or business line).

Candidate Profile and Requirements

If you identify with the following, you may be a great fit:

• Higher education in computer science with at least 2 years of experience in a similar role;
• Proficiency in financial modeling and knowledge of financial markets;
• Experience in project management of tool development, support, and maintenance;
• Passionate about impactful projects in a multicultural environment with direct interaction with various business units;
• Ability to analyze complex data, be rigorous, and handle problems under pressure;
• English proficiency at B2 level.

Express your interest by responding to this ad.