VIE - Analyste Quant IT - 18 mois - New York - (H/F)

Job description

Description de l'entreprise

Natixis is the international corporate and investment banking, asset management, insurance and financial services arm of Groupe BPCE, the 2nd-largest banking group in France with 31.2 million clients spread over two retail banking networks, Banque Populaire and Caisse d'Epargne.
With more than 17,000 employees, Natixis has a number of areas of expertise that are organized into four main business lines: Asset & Wealth Management, Corporate & Investment Banking, Insurance and Specialized Financial Services.
A global player, Natixis has its own client base of companies, financial institutions and institutional investors as well as the client base of individuals, professionals and small and medium-size businesses of Groupe BPCE's banking networks.

Poste et missions

In order to help manage the transition to Alternative Reference Rates (SOFR), Natixis US is looking for a highly motivated IT quants to develop new trading and Risk management libraries.

This is a unique opportunity for you to work on a major industry change in direct connection with the trading activity.

Among the main tasks,you would be in charge of:

• Developing tools to build SOFR curves in a real time framework;

• Be part of the development of SOFR indexed live trades pricing and back testing capacities;

• Develop real time risk management and PnL for SOFR related trades;

• Upgrade internal systems impacted by the migration from LIBOR to SOFR.

Desired profile

Profil et compétences requises

·  You are graduated from a top French Engineer school (ENSIMAG, Centrale, …);
·  You have skills in strong stochastic calculus and quantitative finance training;
·  You have working experience of linear rate products;
·  You have very Strong coding skills (C++ or C#, Python, SQL, Bitbucket)
·  An experience working for a trading desk a plus
·  You speak fluently French and English

Before applying please make sure you are eligible to the French V.I.E program : you are a French or a EEE citizen between 18 and 28 years old.