Job description

We are looking for an IT Quant Engineer to support one of our key account clients, a Parisian market finance company.

Working within a dedicated Fixed Income product pricing team and in close collaboration with the R&D department, your main mission will be the development of new products in the pricing library as well as improving the existing pricing & risk analysis processes.

You will be working in the following environments:

• Technology: C# - .Net 4.5
• Functional: Interest Rates, Foreign Exchange, Credit product pricing and Risk analysis

Desired profile

• Education: Engineering school with a specialisation in finance or a master's in financial engineering
• Successful experience in C++ or C# development in a Front-Office environment or as an IT Quant
• Good object oriented (C++ or C#) programming skills
• Good background knowledge of financial products and mathematics