Quantitative Analyst

LexiFi is looking for a full-time quantitative analyst to join its quant team.

Job Description

LexiFi is a leading software provider in the financial derivativesand structured products market. Our solutions are used around the worldby investment banks, private banks, brokerage firms, asset managers,insurance firms, and financial technology companies.

LexiFi empowers its users with the right tools to quicklyand easily create, book, price, assess, and manage any OTC derivativesor structured investment product.

LexiFi also provides its technology as software libraries,which are integrated by other software publishersand service providers globally.

Located at the company’s headquarters in the centrum of Paris(8th arrondissement), within the quantitative team, your mainmission will be to develop, extend, and maintain the quantitativeanalysis libraries integrated into LexiFi’s software and service offerings.

The dedicated quantitative team is working on all supported asset classes(cross-asset: equity/index/intereset rates/credit/FX/inflation/commodity) and usesinnovative methodologies ,both from a numerical and financial or mathematical perspective.

Responsibilities

Improve the quantitative analysis infrastructure(pricing, calibration, risk analyses, etc.).

Maintain, extend, optimize, and accelerate financialand numerical method libraries.

Improve and enrich pre- and post-market data processing methods.

Model and implement descriptions of financial products.

Assist other teams in understanding new financial productsand their specific quantitative methods.

Participate in support during pre- and post-sales phases with clients.

Profile

High-level education in mathematical finance and field proven programming praxis.

Beginner or with 1 to 3 years of experience as a Quant or IT Quant.

Good knowledge of at least one programming language.Knowledge of OCaml or functional programming is a plus.

Proficiency in English is essential.

If you wish to join us as a quantitative analyst, send your resume anda motivation letter by email ,mentioning the reference Q-FR-L-25.

With over 20 years of expertise, LexiFi will open the doors to financialcomputing and derivative products for you, offering the opportunityto work on a highly differentiated solution, access top-tier expertise,and thrive in a supportive, friendly and collaborative environment.