DESCRIPTION :
The Quantitative Analyst will be focused on the activities of Gas Supply and Trading desks.
The Quantitative Analyst is responsible for developing and maintaining the models that guide our financial and physical trading, portfolio management and risk assessment activities.
This role is an opportunity to directly apply advanced modelling techniques as part of a highly quantitative team, with extensive experience on derivatives pricing, risk management and trading.
The team will rely on him/her to be a real value added to the team, as a support on diverse modelling challenges. He/she will contribute to the whole valuation and risk management chain of a derivatives portfolio.
The Quantitative Analyst, will be responsible for the following:
* Generate end to end model development and design from data preparation to the build & implementation, validation and calibration of derivatives pricing models
* Theoretical development of appropriate pricing formulas of each derivative traded
* Conceptual soundness of the modelling framework
* Consistency with market practice
* Proofs and mathematical evidence of formulas
* Documentation of the methodology
Implementation of the pricing and risk management engines into an official pricing library
* Insure the performance of the algorithms used
* Insure the quality of the code produced
* Test every new functionality
* Respect coding conventions and best practices
* He/She will be in direct contact with Traders, understand their business needs, provide them with quantitative support in their day-to-day activities, define model needs, translate them into development features
Code d'emploi : Analyste Financier (h/f)
Domaine professionnel actuel : Experts Financiers
Niveau de formation : Bac+5
Temps partiel / Temps plein : Plein temps
Type de contrat : Contrat à durée indéterminée (CDI)
Compétences : C Sharp (Langage de Programmation), Python (Langage de Programmation), Microsoft Visual Studio, Git, Technologies Informatiques, Programming Languages, Anglais, Adaptabilité, Sens de la Communication, Algorithmes, Mathématiques Appliquées, Gestion des Éxigences Métiers, Étalonnage, Marché des Matières Premières, Produits Dérivés, Finance Mathématique, Secteur Financier, Ingénierie Financière, Mathématiques, Sciences Physiques, Gestion de Portefeuilles, Stratégie Tarifaire, Réalisation de Prototypes, Trading, Etudes et Statistiques, KS6IRMAHDI8F7DJI1YAD, Compétences de Modélisation, KSEKOAOQ11HUY4LCLXGR, Gestion des Risques
Téléphone :
0146351110
Type d'annonceur : Employeur direct