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

Missions:

You will be responsible for the development of fixed income calculators, which are responsible worldwide for providing valuation and risk analysis tools for trading rooms.

Within a team of about ten people located on the trading floor, you will be responsible for providing support to the pricer who provides valuation and risk analysis on the perimeter derived from rates, foreign exchange and fixed-income. The tool provides trading with calculations and risk indicators based on the financial libraries developed by the R&D department.

The Support Pricing team is responsible for the smooth running of all business processes behind the application. In this context, the Service consists in contributing to:

• Programmed treatments to calculate PnL and Risk Indicators
• Timely availability of calculations
• The search for the various functional and technical problems
• Follow-up of requests and incidents
• Communication with Trading
• Global monitoring with entities in Asia, London and America
• Anticipation of incidents
• Application Monitoring