Quantitative Developer

LexiFi; Paris; Hybride; EUR 60 000 - 100 000; Plein temps

Résumé du poste

LexiFi, headquartered in Paris, is seeking a full-time quantitative developer to join its quant team. You will design, develop, and maintain quantitative libraries used for pricing, calibration, risk analysis, and related workflows within LexiFi’s software solutions.

Located at the Paris headquarters, you will work on cross-asset analytics for multiple asset classes and contribute to improving performance, accuracy, and scalability while ensuring code quality and maintainability.

Qualifications

• High-level education in programming and demonstrated practical experience in quantitative finance.
• 1 to 5 years of experience as a Quant developer or recent graduate.
• Good knowledge of at least one programming language.
• Knowledge of OCaml or functional programming is a plus.
• Solid understanding of software engineering fundamentals, including testing, code quality, and maintainability.
• Professional proficiency in English.

Responsabilités

• Design, develop, and maintain quantitative libraries used for pricing, calibration, risk analysis, …
• Build robust analytics libraries and tools for financial products across multiple asset classes.
• Improve the performance, accuracy, reliability, and scalability of pricing and risk engines.
• Develop visualization and analysis tools for various quantitative functionalities(pricing results by static replication, intermediate calculations used to produce regulatory indicators, etc.).
• Contribute to market data processing, valuation workflows, and control reporting infrastructure.
• Ensure code quality, testing standards, and maintainability in business-critical applications.
• Document and assist other teams in understanding quantitative infrastructure.

Connaissances

OCaml

Quantitative finance

Software engineering fundamentals

English proficiency

Formation

Bachelor's or higher in CS/Math/Finance

Outils

OCaml

Description du poste

LexiFi is looking for a full-time quantitative developer to join its quant team.

Job Description

LexiFi is a leading software provider in the financial derivativesand structured products market. Our solutions are used around the worldby investment banks, private banks, brokerage firms, asset managers,insurance firms, and financial technology companies.

LexiFi empowers its users with the right tools to quicklyand easily create, book, price, assess, and manage any OTC derivativesor structured investment product.

LexiFi also provides its technology as software libraries,which are integrated by other software publishersand service providers globally.

Located at the company’s headquarters in the heart of Paris(8th arrondissement), within the quantitative team, your mainmission will be to develop, extend, and maintain the quantitativeanalysis libraries integrated into LexiFi’s software and service offerings.

The dedicated quantitative team is working on all supported asset classes(cross-asset: equity/index/interest rates/credit/FX/inflation/commodity) and usesinnovative methodologies ,both from a numerical and financial or mathematical perspective.

Responsibilities

Design, develop, and maintain quantitative libraries used for pricing, calibration, risk analysis, …

Build robust analytics libraries and tools for financial products across multiple asset classes.

Improve the performance, accuracy, reliability, and scalability of pricing and risk engines.

Develop visualization and analysis tools for various quantitative functionalities(pricing results by static replication, intermediate calculations used to produce regulatory indicators, etc.).

Contribute to market data processing, valuation workflows, and control reporting infrastructure.

Ensure code quality, testing standards, and maintainability in business-critical applications.

Document and assist other teams in understanding quantitative infrastructure.

Profile

High-level education in programming and demonstrated practical experience in quantitative finance.

Recent graduate or 1 to 5 years of experience as a Quant developer.

Good knowledge of at least one programming language.

Knowledge of OCaml or functional programming is a plus.

Solid understanding of software engineering fundamentals, including testing, code quality, and maintainability.

Professional proficiency in English.

With over 25 years of expertise, LexiFi will open the doors to financialcomputing and derivative products for you, offering the opportunityto work on a highly differentiated solution, access top-tier expertise,and thrive in a supportive, friendly and collaborative environment.