Python Valuation Quant

il y a 1 semaine


Brussels, Belgique Finalyse Temps plein

Description
At Finalyse, our aim is to support our clients incorporating changes and innovations in valuation, risk and compliance. We share the ambition to contribute to a sustainable and resilient financial system. Facing these extraordinary challenges is what drives us every day. Our people are empowered to design and implement efficient value chains and pragmatic solutions. Acting as one team with our partners and clients, we bring a unique mix of financial and technological know-how. At Finalyse, every client and employee is unique. This distinctive blend of expertise, team spirit and fairness has contributed to more than 30 years of successful projects and trustful relationships.

**Responsibilities**:
We have been valuing derivatives and structured products for our clients since 2008. We are responsible for market data collection, pricing and reporting to the clients, and products configuration in our internal tools, using C#, Python and Quantlib.

For our independent valuation services for OTC derivatives and complex structured products we are looking for a quantitative developer, in order to extend our valuation and pricing infrastructure, and to implement Quantlib in our pricing environment.

As a member in the team, you will be responsible for:

- testing functions of Quantlib to see if they are fit for the purpose,
- implementing them in our pricing environment (Python),
- enhancing the Quantlib functions if needed,
- development of additional models and functionalities in Python when necessary.

Must Have Requirements
- You have a Master’s degree.
- You have 3-5 years of relevant experience as a quantitative developer in a financial environment.
- You posess advanced programming skills in Python and experience with with Quantlib
- You have knowledge of Jira.
- You are familiar with financial products: cross assets (Equity, Interest rate, FX, credit), derivatives and structured products.
- You are knowledgeable about the financial markets.
- You are result-oriented and a team player.
- You speak and write English perfectly.

We offer
- The opportunity to join young, dynamic and passionate colleagues recognised for their expertise.
- An excellent working environment, offering you the opportunity to define your own specialisation and career within our flat and flexible structure.
- A competitive remuneration package with flexible working arrangements.
- Extensive training programmes adapted to your personal needs, both on technical matters as well as on softs skills.
- The opportunity to take initiatives and responsibilities quickly in a fast growing company.
- Travel opportunities inside European countries.

Languages English Education Master Experience 3-5 years


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