We are looking for a Pricing Support profile to support one of our customers, a major market finance account in Paris.

Missions :

You will be in charge of developing fixed income calculators, which are responsible for providing valuation and risk analysis tools for trading rooms worldwide.

As part of a team of around ten people in the trading room, you will be responsible for supporting the pricer who provides valuation and risk analysis for interest rate, currency and fixed income derivatives. The tool provides Trading with calculations and risk indicators based on financial libraries developed by the R&D department.

The Pricing Support team is responsible for the smooth running of all business processes behind the application. In this context, the Service consists of contributing to :

• Programmed treatments to calculate PnL and Risk indicators
• On-time availability of calculations
• Identifying functional and technical problems
• Tracking requests and incidents
• Communication with Trading
• Worldwide follow-up with entities in Asia, London and America
• Anticipating incidents
• Application monitoring