Front Office Engineer/ Quant

Job description

Company Description

Natixis is the international corporate and investment banking, asset management, insurance and financial services arm of Groupe BPCE, the 2nd-largest banking group in France with 31 million clients spread over two retail banking networks, Banque Populaire and Caisse d'Epargne.

With more than 21,000 employees, Natixis has a number of areas of expertise that are organized into four main business lines: Asset & Wealth Management, Corporate & Investment Banking, Insurance and Specialized Financial Services.

A global player, Natixis has its own client base of companies, financial institutions and institutional investors as well as the client base of individuals, professionals and small and medium-size businesses of Groupe BPCE's banking networks.

Listed on the Paris stock exchange, it has a solid financial base with a CET1 capital under Basel 3(1) of €12 billion, a Basel 3 CET1 Ratio (1) of 10.9 % and quality long-term ratings (Standard & Poor's: A+ / Moody's: A1 / Fitch Ratings: A+).

(1) Based on CRR-CRD4 rules as reported on June 26, 2013, including the Danish compromise - without phase-in .
Figures as at September 30, 2018

Job Description

Front Office Engineer who will perform quantitative developments for the Equity desks.

·  Support the Equity trading and structuring floor in all quantitative related aspects, for example

·  Improvement of the existing pricing libraries and models
·  Live debugging of real time applications
·  Implementation of index strategies
·  Take projects from initiation through to delivery (requirements gathering, development, delivery and production on a daily basis)
·  Work in close coordination with Head Office

Required Skills/Qualifications/Experience

·  Master's degree or equivalent in Information Technology/ Financial Mathematics.
·  1-2 years' prior experience with development of in-house trading modules and implementation of strategies and pricing methods.
·  Experience with quantitative development of trading tools for Equity Trading Desks
·  English Fluency, verbal and written.
·  C#, Sophis, Git, Bitbucket.
·  Good knowledge of Equity Derivative Products.
·  Fundamental understanding of mathematical models used on quantitative analytics
·  Strong stochastic calculus background
·  Excellent team player with strong work ethic
·  Strong organizational skills, time management, ability to prioritize and multitask
·  Successful as self-starter and in team environments
·  Works independently
Date de publication:18/10/2018