Support Pricing Specialist

il y a 2 semaines


Paris, Île-de-France Algofi Temps plein

Poste de Support Pricing

Nous recherchons un(e) profil expérimenté pour accompagner un de nos clients, grand compte en finance de marché à Paris.

Missions :

Vous serez rattaché en charge du développement des calculateurs fixed income, qui ont pour responsabilité, sur le plan mondial, de fournir les outils de valorisation et d'analyse de risque pour les salles de marchés.

Au sein d'une équipe d'une dizaine de personnes située en salle de marchés, vous aurez la charge d'assurer le support du pricer qui fournit la valorisation et les analyses de risque sur le périmètre derivés de taux, change et Fixed-Income. L'outil met à disposition du Trading les calculs et les indicateurs de risque en s'appuyant sur les librairies financières développées par le pôle R&D.

Les responsabilités du poste incluent :

  • Traitements programmés pour calculer le PnL et les indicateurs de Risque
  • La disponibilité des calculs en temps et en heure
  • La recherche des différents problèmes fonctionnels et techniques
  • Suivi des requêtes et des incidents
  • La communication avec le Trading
  • Suivi mondial avec les entités en Asie, Londres et Amérique
  • L'anticipation des incidents
  • Monitoring des applications

Vous devez avoir :

Formation : École d'ingénieurs avec une spécialisation finance ou un master en ingénierie financière

Stage significatif dans le domaine de la finance de marchés en FO ou Market Risk

Connaissances générales en informatique (SQL, VBA, C++ ou C#...)

Connaissances générales sur les produits financiers et de mathématiques financières



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