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Systèmes d’information (SI)

Quant IT Engineer - Fixed Income Pricing (M/F)

CDI

Paris

Algofi

30K €

Sur site

Job description

Are you passionate about financial mathematics, object-oriented development and demanding Front-Office environments?

Join a major player in market finance based in Paris as an IT Quant Engineer, contributing to the development and optimization of pricing libraries for fixed income products.

Your role:

As part of a team specialized in Fixed Income pricing, working closely with the R&D teams, you will be responsible for :

  • Develop new pricing models in the valuation library
  • Enhance existing functionalities, including risk analysis and pricing logic
  • Participate in the technical design and implementation of solutions
  • Work in close collaboration with the Front Office, Risk and Quan

Technical and functional environment :

  • Languages: C#, .NET 4.5
  • Functional themes: Fixed income, Foreign exchange, Credit, Risk analysis, Valuation models
  • Close collaboration with quantitative research teams and business users
Profile sought

Graduate of an engineering school or holder of a Master’s degree in financial engineering

Significant experience in C++ or C# development, ideally in an industrial context.

Front-Office or as IT Quant

Good command of object-oriented programming

Sound knowledge of financial products (interest rates, credit, foreign exchange) and financial mathematics

    Max 8 files accepted : PDF, DOC, JPEG, 2Mo max per file.

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