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Financial Engineering

Support Pricing

Permanent position

Paris

Algofi

40K €
/ 55K €

Onsite work

Job description

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

Mission

You will be responsible for the development of fixed income calculators, which are responsible worldwide for providing valuation and risk analysis tools for trading rooms.
Within a team of about ten people located on the trading floor, you will be responsible for providing support to the pricer who provides valuation and risk analysis on the perimeter derived from rates, foreign exchange and fixed-income. The tool provides trading with calculations and risk indicators based on the financial libraries developed by the R&D department.

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

Programmed treatments to calculate PnL and Risk Indicators
Timely availability of calculations
The search for the various functional and technical problems
Follow-up of requests and incidents
Communication with Trading
Global monitoring with entities in Asia, London and America
Anticipation of incidents
Application Monitoring

Profile sought

Education: Engineering school with a specialization in finance or a master’s degree in financial engineering
Significant internship in market finance in FO or Market Risk
General computer skills (SQL, VBA, C++ or C#…)
General knowledge of financial products and financial mathematics

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