Quantitative Developer: Pricing & Risk Analytics

LexiFi

Paris

Hybride

EUR 60 000 - 100 000

Plein temps

14 jours+

Générateur de candidature

Une candidature conçue pour ce poste — un CV et une lettre de motivation personnalisés qui correspondent à l’offre.

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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.