Software Engineer · Senior · Paris, France
Software Engineer
Réf. JS-C02852
javapythonsqlC++📍 Paris, France💼 6 ans d'XP
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Highly motivated, results-driven, software engineer, with practical experience in many programming languages (C/C++, Python, Javascript, Java) and quantitative finance software development. Versatile, quickly adapted to new technologies, with strong debugging and troubleshooting abilities inside legacy codebases.
Software engineer in the market data team handling volatilities coming from option prices on different asset classes (Forex, Interest Rates, Commodities, Equity). Responsible for the implementation and maintenance of various interpolation and volatility curves calibration methods as well as part of the associated risk and sensitivities calculation. Working closely with fixed-income pricing and risk analytics for our in-house pricing library. Subjects: Caplet calibration, SABR Calibration, Fx Broker Strangle calibration, Vega, Vanna, Volga, Rega, Sega, Adapted Delta, Delta calibration. Environnement technique : C++
Setting up an indexing and searching solution using Kythe on all of the Murex code base, in order to help developers to better analyze and maintain the software architecture. Environnement technique : Python/ JS / Go / Docker
Extending an open source project named “Radar” developed by ThoughtWorks using Javascript. Frontend development of e-commerce platform for (Groupe SEB) while helping with UI/UX mockups. Environnement technique : Node JS/ ReactJS