Job Description

Job Description


Within the CIO Corporate and Investment Banking (CIB), you join the GMR Pricing & Analytics - Calculation Core Services team as a Developer.

Pricing & Analytics is responsible for the development and maintenance of financial libraries, as well as their integration into various applications on distributed environments. The Calculation Core Services team, composed of multidisciplinary developers, is responsible for maintaining distribution solutions for Natixis' CIB. The main software allows to value complex derivatives of the Equity perimeter using the numerical Monte Carlo method.

On a daily basis, your missions are to:

  • Develop and maintain applications from A to Z, including design, testing, deployment and maintenance;
  • Collaborate with teams of quantitative analysts to deliver new functionalities in accordance with best practices;
  • Contribute to research and development work around HPC components written in ...

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