Permanent position
Paris
Algofi
Onsite work
We are looking for a Support Pricing profile to support one of our clients, a key account in market finance in Paris.
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.
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
Education: Engineering school with a specialization in finance or a master’s degree in financial engineering
Significant internship in market finance in FO or Market Risk
General computer skills (SQL, VBA, C++ or C#…)
General knowledge of financial products and financial mathematics
20 Avenue de l’Opéra
75001 Paris – FRANCE
Tel. +33 1 44 50 25 50
Via Savona 19/A
20144 MILANO – ITALY
Le Yacht, Bldde la Corniche
20250 CASABLANCA – MORROCO
Office : 2 Rue des Moulins
70001 Paris – FRANCE
Headquarters: 20 Avenue de l’Opéra
70001 Paris – FRANCE