IT Quant - Risque de marché
Core
IT Quant developer embedded in an investment bank to develop pricing models, applications, and financial tools for front-office operators.
Role type
Senior IC quantitative software engineer (market risk)
Builds
Production pricing applications and financial models for investment bank clients
Domain
Investment banking / Market risk / Financial engineering
Deliverable
production ML models | product features
Required skills
C++ development, market risk modeling, financial mathematics, agile methodology, application monitoring, unit testing, prototype implementation
Preferred skills
Front-office environment experience, technical writing, R&D participation, internal training delivery
Technologies
C++, pricing libraries
Responsibilities
Develop pricing applications and tools in C++ using agile cycles, integrate pricing libraries, supervise testing and prototype phases, implement financial models, ensure model relevance and quantitative methodology accuracy
Seniority
Senior, hands-on IC