C++/C# IT QUANT

Aug 2, 2018

Location 

France

 

Context

As part of the Quantitative Research team attached to the front office of the trading room, your main mission will be to maintain and develop its pricing libraries of interest rate, equity or credit derivatives.

 

Votre mission

  • Improve quantitative analysis libraries (pricing, calibration, risks analyses, etc.);
  • Maintain and extend financial and numerical method libraries;
  • Implement visualization and analysis tools for various quantitative functionalities (visualization of volatility cube, distribution of partial derivative equations solution, etc.);
  • Model and implement financial product descriptions;
  • Help the other teams to understand the new financial products and their own quantitative methods.

Is this project fitting for you?

 

Your education:

  • Master’s degree level (IT or Engineering School, completed with a degree in Finance).

Your competences:

  • At least 1 to 2 years of experience in IT QUANT;
  • Functional competences: good knowledge in modelling and financial mathematics and of derivative products of equity, rate, or credit;
  • • Technical skills: good knowledge in C++, C# programming and potentially VBA, Python, matlab…

Your key assets:

  • Good level in English required.

Join us!

Learn more about Quanteam

What is the revised framework for market risk and FRTB?

FRTB ou « Bâle IV » : Quels sont les principes de cette réglementation ? Les enjeux liés à sa mise en application ? Les avantages et les inconvénients de la nouvelle méthode de calcul des risques ? Nos experts vous disent tout dans cette interview d’introduction à leur intervention lors de la conférence EFE du 25 septembre 2018 « Bâle IV ou la finalisation de Bâle III ».

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