C++/C# IT QUANT
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.
- 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?
- Master’s degree level (IT or Engineering School, completed with a degree in Finance).
- 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.
Learn more about Quanteam
EcoVadis has certified Quanteam with the “Gold” label in 2018 to reward our CSR politcy, ranking us among the top 5% of companies rated by the CSR rating agency.
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