About this role
Job Description
Job Description:
- Redesigning a structured product pricing application to triple the volume.
- Developing new structured products requested by sales based on the term sheet in the application.
- Modeling complex financial products in collaboration with quants and traders.
- Modularizing the application to make it more scalable (API-ization of modules).
- Integrating data flows and operations into a Front-to-Back system.
- Optimizing application performance (algorithms, computation time).
- Collaborating with quant and architecture teams to ensure the scalability and robustness of the application.
- Technical documentation and technology watch on innovations in structured products and pricing tools.
- Contributing to the Paris delivery cycle, including Agile iterations, study phases, development, unit testing, regression testing, and production deployment.
Requirements
- Demonstrable knowledge of Equity risks and structured products
- Demonstrable knowledge of pricing techniques: Monte Carlo methods, closed formulas such as Black-Scholes.
- Competence in .Net, C#, REST Apis, Web services
- SQL and relational databases
- Strong software architecture and code optimization skills (multithreading, scalability, memory management).
- Experience working in Agile and SCRUM
Required Skills
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Front Office
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REST
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REST APIs
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Modeling
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Operations
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Collaboration
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Technical Documentation
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Regression Testing
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Unit Testing
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Scalability
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Algorithms
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Agile
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Web Services
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Architecture
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Optimization
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Scrum
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C#
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Databases
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Documentation
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Software
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Testing
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SQL
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Sales
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Management