Front Office Developer -- C# AND REST

Job Description:

• Redesigning a structured product pricing application to triple the volume.
• Developing new structured products requested by sales based on the term sheet in the application.
• Modeling complex financial products in collaboration with quants and traders.
• Modularizing the application to make it more scalable (API-ization of modules).
• Integrating data flows and operations into a Front-to-Back system.
• Optimizing application performance (algorithms, computation time).
• Collaborating with quant and architecture teams to ensure the scalability and robustness of the application.
• Technical documentation and technology watch on innovations in structured products and pricing tools.
• Contributing to the Paris delivery cycle, including Agile iterations, study phases, development, unit testing, regression testing, and production deployment.
  

Requirements:

• Demonstrable knowledge of Equity risks and structured products
• Demonstrable knowledge of pricing techniques: Monte Carlo methods, closed formulas such as Black-Scholes.
• Competence in .Net, C#, REST Apis, Web services
• SQL and relational databases
• Strong software architecture and code optimization skills (multithreading, scalability, memory management).
• Experience working in Agile and SCRUM