Job description

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

Mission

You will be seconded to the team in charge of fixed income calculator development, who are responsible for supplying evaluation and risk analysis tools for the market rooms around the globe.

You will be part of a team of about a dozen people based in the market trading room, you will be charged with providing support for the pricer which provides valuations and risk analysis in the interest rate derivatives, foreign exchange and Fixed-Income scope. The tool provides Trading with calculations and risk indicators using financial libraries developed by the R&D department.

The Pricing Support team is responsible for ensuring that all of the core activity processes behind the application function correctly. In this context, the Service will involve contributing to:

• programmed processes to calculate PnL and Risk indicators
• rapid calculation availability
• Identification of any functional and technical issues
• monitoring of incident calls
• communication with Trading
• International monitoring with the offices in Asia, London and America
• incident anticipation
• Application monitoring

Desired profile

• Education: Engineering school with a specialisation in finance or a master's in financial engineering
• Extensive work placement in the market finance sector in FO or Market Risk
• Good IT background knowledge (SQL, VBA, C++ or C#...)
• Good background knowledge of financial products and mathematics