Collaborating with quant and architecture teams to ensure the scalability and robustness of the application.
Technical documentation and technology watch on innovations in structured products and pricing tools.
Contributing to the Paris delivery cycle, including Agile iterations, study phases, development, unit testing, regression testing, and production deployment.
Requirements :
Demonstrable knowledge of Equity risks and structured products
Demonstrable knowledge of pricing techniques : Monte Carlo methods, closed formulas such as Black-Scholes.