Quantitative Developer: Pricing & Risk Analytics

LexiFi is looking for a full-time quantitative developer 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 heart 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/interest rates/credit/FX/inflation/commodity) and uses innovative methodologies ,both from a numerical and financial or mathematical perspective.

Responsibilities

Design, develop, and maintain quantitative libraries used for pricing, calibration, risk analysis, …

Build robust analytics libraries and tools for financial products across multiple asset classes.

Improve the performance, accuracy, reliability, and scalability of pricing and risk engines.

Develop visualization and analysis tools for various quantitative functionalities(pricing results by static replication, intermediate calculations used to produce regulatory indicators, etc.).

Contribute to market data processing, valuation workflows, and control reporting infrastructure.

Ensure code quality, testing standards, and maintainability in business-critical applications.

Document and assist other teams in understanding quantitative infrastructure.

Profile

High-level education in programming and demonstrated practical experience in quantitative finance.

Recent graduate or 1 to 5 years of experience as a Quant developer.

Good knowledge of at least one programming language.

Knowledge of OCaml or functional programming is a plus.

Solid understanding of software engineering fundamentals, including testing, code quality, and maintainability.

Professional proficiency in English.

If you wish to join us as a quantitative developer, send your resume anda cover letter by email to ,mentioning the reference QD-EN-L-26.

With over 25 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.