IT Quant Pretrade C#

Natixis; Paris; Hybride; EUR 40 000 - 60 000; Plein temps

Résumé du poste

A leading financial services firm in Paris is seeking an experienced developer to redesign a structured product pricing application. You will work with complex financial models and optimize application performance. Candidates should have at least 5 years in finance or software engineering, and proficiency in C# and C++. This role includes flexible telecommuting and an inclusive work environment.

Prestations

Telecommuting options

Catering services

Gym access

Corporate concierge

Annual bonuses

Profit-sharing schemes

Qualifications

• At least 5 years of experience in finance or software engineering roles.
• Proficient in C# and C++, with Java as a plus.
• Strong understanding of structured and exotic products.

Responsabilités

• Redesign the pricing application of structured products.
• Model complex financial products with quants and traders.
• Optimize application performance through algorithm improvements.

Connaissances

C#

C++

Java

Structured products knowledge

Monte Carlo method

Black-Scholes model

Financial market environments

Formation

Higher education in finance or software engineering

Description du poste

Job Description

Within the Pre Trade Pricing Tools team, you join the Paris team, which is composed of 30 people. In this team, we are working on the redesign of a structured product pricing application to triple the volume and on the development of new structured products requested by sales based on the termsheet in the application.

On a daily basis, your tasks are to :

• Redesign the pricing application of structured products;
• Model complex financial products in collaboration with quants and traders;
• Modularise the application to make it more scalable (integrate modules);
• Integrate data flows and operations into a Front-to-Back system;
• Optimize application performance (algorithms, computation time).

#TransformationFinance

The position is based in Paris and with us it’s 10 days of telecommuting per month, 15 to 17 days of RTT per year, on-site services like catering, gym or corporate concierge. Our remunerations are composed of a fixed, an annual bonus, and a corporate savings scheme including profit-sharing, participation, and matching.

As a Top Employer, we place our employees at the center of our attention. Internal mobility, career development and training devices allow you to grow and thrive throughout your journey.

You evolve in a hybrid, inclusive and collaborative work environment.

You also have the opportunity to commit yourself in favor of society and causes that are dear to your heart through our corporate foundation.

About the recruitment process

You will be contacted by one of our recruiters before meeting our business experts (manager, team member or business line).

Required Skills / Qualifications / Experience

About you : If you recognize yourself in the following description, you are made to work with us!

With a higher education, you have at least 5 years of experience in finance or software engineering developer roles.

You master :

• C# and C++ languages. Java would be a plus;
• Structured products and exotic products on Equity;
• Mastering pricing techniques: Monte Carlo method, closed formulas such as Black-Scholes;
• Financial market environments and position management practices.

You are :

• Rigorous and proactive in your work;
• Able to work under pressure and meet tight deadlines;
• A good communicator, able to share technical concepts with non-technical stakeholders.

You master English with a B2 level.

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