Quantitative Developer.
LexiFi is looking for a full-time quantitative developer to join its quant team.
LexiFi is a leading software provider in the financial derivatives and structured products market. Our solutions are used around the world by investment banks, private banks, brokerage firms, asset managers, insurance firms, and financial technology companies.
LexiFi empowers its users with the right tools to quickly and easily create, book, price, assess, and manage any OTC derivatives or structured investment product.
LexiFi also provides its technology as software libraries, which are integrated by other software publishers and service providers globally.
Located at the company’s headquarters in the heart of Paris (8th arrondissement), within the quantitative team, your main mission will be to develop, extend, and maintain the quantitative analysis libraries integrated into LexiFi’s software and service offerings.
The dedicated quantitative team is working on all supported asset classes (cross-asset: equity/index/interest rates/credit/FX/inflation/commodity) and uses innovative methodologies, both from a numerical and financial or mathematical perspective.
Design, develop, and maintain quantitative libraries used for pricing, calibration, risk analysis, …
Build robust analytics libraries and tools for financial products across multiple asset classes.
Improve the performance, accuracy, reliability, and scalability of pricing and risk engines.
Develop visualization and analysis tools for various quantitative functionalities (pricing results by static replication, intermediate calculations used to produce regulatory indicators, etc.).
Contribute to market data processing, valuation workflows, and control reporting infrastructure.
Ensure code quality, testing standards, and maintainability in business-critical applications.
Document and assist other teams in understanding quantitative infrastructure.
High-level education in programming and demonstrated practical experience in quantitative finance.
Recent graduate or 1 to 5 years of experience as a Quant developer.
Good knowledge of at least one programming language.
Knowledge of OCaml or functional programming is a plus.
Solid understanding of software engineering fundamentals, including testing, code quality, and maintainability.
Professional proficiency in English.
If you wish to join us as a quantitative developer, send your resume and a cover letter by email to quant_careers@lexifi.com, mentioning the reference QD-EN-L-26.
With over 25 years of expertise, LexiFi will open the doors to financial computing and derivative products for you, offering the opportunity to work on a highly differentiated solution, access top-tier expertise, and thrive in a supportive, friendly and collaborative environment.