Derivatives Analytics Product Lead
Team & Context
You will become a part of the Trading Instruments and Analytics Domain (TIA) which is at the heart of MX.3 software evolution, where you will become a member of the Financial Engineering team. Our multi-cultural team designs, validates and delivers Murex Advanced Analytics (MACS) which is a combination of rich catalogue of derivative products covering all asset classes, and a large set of models for evaluation and risk management of derivatives.
We work closely with the quant development and integration teams to enhance our products and models. We provide our quantitative expertise and collaborate with Front Office Trading teams like EQD, Non-Linear Rates, FXD, COM, etc. to build trading solutions. Similarly, we assist Client Services and regional offices across the globe to provide cutting-edge solutions for our clients.
As an illustration of subjects, the team is currently investing heavily in the evolution and deployment of the last generation of Stochastic-Local Volatility model for FX and equity derivatives powered by neural networks acceleration, as well as the Forward Market Model for the interest rates derivatives, but also on the modernization of the integration stack of our whole catalogue of analytics. We leverage our REST services based internal ecosystem for model validation, with access to market data, and MACS pricing Service, to conduct the large-scale model tests using python. And we would like to automate our products testing further using MX.3 last generation of public APIs.
Your missions / What you’ll do?
You will be working alongside financial engineers, consultants, quant analysts, model developers, model validators and product experts worldwide.
As a part of the cross-asset team, you will be contributing towards the common goal of the Analytics product management , more precisely:
Product support:
addressing client questions
analysis of derivatives mispricing
organizing corrective maintenance with development teams
enhancement of product documentation
Product evolution:
analysis of client business requirements
following market trends and establishment of the solution roadmap
preparation of product specifications to address internal or client requirements
validation of payoffs and models
documentation & demonstration of the new functionalities
As a team member within an experienced agile team composed of consultants and developers, you will learn and participate by bringing context of requirements to developers, participate in new features testing, team demos and production of test reports for our customers.
Your profile / Who you are?You are passionate about technology and financial mathematicsStrong academic background in a quantitative field (Computer Science, Engineering, Physics, Mathematics w/ understanding of stochastic processes)Financial mathematics background is a plusYou have strong analytical and problem-solving skillsYou can leverage a programming language (e.g. python) to enhance your productivityYou can efficiently communicate in multicultural environment: English is a mustIn each challenge you see an opportunity for growthYou can handle multiple projects in parallel and adapt to eventual emergenciesWhy joining us?Joining the Financial Engineering team will allow you to rapidly gain exposure to lots of different exotic products and models, learning market practices from the Murex experts and clients with plenty of opportunities to learnYou will ultimately become a cross-asset expert with an unparalleled exposure to financial products and their modelsYou will be working closely with the quant team, gaining invaluable insights on model development and evolutionYou will join a company with strong core values and a long-term vision supported by investment in peopleYou will be working in an environment which promotes collaboration, innovation, and growthYou have a chance to make a positive impact on the Trading solution with your propositions being delivered in MX.3 and used by large financial institutions across the world #J-18808-Ljbffr