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

Mission

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 processing to calculate PnL and risk indicators
Timely availability of calculations
Investigation of various functional and technical problems
Follow-up of requests and incidents
Communication with Trading
Worldwide follow-up with entities in Asia, London and America
Anticipation of incidents
Application monitoring