Internship, Financial Engineering, QIS Structurer

You will be part of the Product Design / Pricing Team.

You’ll be responsible for the conception, pricing and promotion of quantitative Investment Strategies (known as SGI) . You’ll work with the Sales and Trading departments on the negotiation and execution of those deals.

You will develop your skills in structuring such strategies in working on back testing and designing new ideas linked to risk premia factors.

You will develop your skills:

• Verifying the script running the strategies put in place by the team
• Running back test on strategies linked to risk premia factors
• Running back test on volatilities strategies
• Running daily check of index level
• Verifying the terms of deals
• Discussing with trading on specific analysis we have to run

The candidate shall have a solid level in financial mathematics as well as some strong communication skills.

Prior work experience on trading floor and a good level of computer skills are a plus.

The candidate shall

• have a solid level in financial mathematics
• have a good knowledge in the theory of Option Pricing
• have strong communication skills
• have very good level of computer skills (such as Python, VBA Excel)
• have good team spirit and capacity to work as a team
• have strong motivation
• have strong commitment
• have a high level of curiosity
• be easy to work with
• be able to think outside the box