At the company’s headquarters located in Boulogne-Billancourt, within the quantitative team, your main mission consists in developing, extending and maintaining the quantitative analysis libraries integrated into LexiFi’s software and services offering.
- Improve the quantitative infrastructure (pricing, calibration, risk analytics, etc.).
- Maintain, extend, optimize and speedup financial and numerical method libraries.
- Implement visualization and analysis tools for various quantitative functionalities (static replication pricing results, intermediate computations realized when producing regulatory indicators, etc.).
- Improve the pre and post treatment of market data.
- Model and implement financial product descriptions.
- Help other teams to understand new financial products and associated quantitative methods.
- Post and pre trade quantitative support.
- Education in IT and finance. Mathematical finance education, computer science education or knowledge of OCaml language are a plus.
- Novice or with 2 or 3 years of experience as a Quantitative Developer, or as a developer within the financial sector.
- Good knowledge of at least one programming language.
- You have the faculty and the will to 1) familiarize yourself with an original software approach and 2) learn about pricing and risk management techniques in finance.
If you wish to join us as a quantitative developer, please send a cover letter and a CV by email to the address firstname.lastname@example.org mentioning the reference QD-EN-18-L. LexiFi will open the doors of computational finance and derivative products to you by putting all the chances on your side thanks to a highly differentiated offer, access to a first-rate expertise and a friendly environment promoting emulation and mutual aid.