Job Description
Key Accountabilities
- Develop a swap pricer for the main currencies (initially EUR, USD, GBP) .
- Testing and benchmarking accuracy of the pricer versus existing solutions in the market.
- To check that the real-time production implementation by IT fits with the original design of the model.
- Contribute to the drafting of specification and of any ancillary documents relating to the products launched.
- Continuously work with the MTS Domestic Markets & Data team and with the Euronext Quant Team to optimise the performances and the accuracy of the models, by challenging the input and output data, and by processing the external feedback by clients.
- Participate in the research on market microstructure, liquidity dynamics, and other factors influencing order flow and execution quality in electronic markets, leveraging both historical data and real-time market information.
- Design of new data products, as may be required by the business.
- Facilitate internal research.
- Key deliverables will include:
Knowledge, Skills and Experience Required
Experience
- From to 1 to 3 years of experience in a similar role.
Education
- Advanced degree (Masters preferred) in a quantitative field such as Mathematics, Statistics, Computer Science, Engineering or closely related field.
- A focus on financial markets and electronic trading is a plus.
Skills
- Strong proficiency in Python – writing clean, efficient and production-grade code – and experience with large datasets (SQL/no-SQL, with knowledge of C++ being a plus).
- Extensive knowledge of quantitative research methodologies, including probabilities, statistical modeling and time-series analysis. Experience in machine learning is a plus.
- Interpersonal and communication skills, with the ability to convey complex concepts to both technical and non-technical audiences.
- Exceptional analytical and problem-solving abilities, with a keen attention to detail and a commitment to delivering high-quality results.
- Demonstrate a strong interest for Fixed Income data and financial markets in the context of electronic trading.
- Basic understanding of market microstructure, order flow dynamics, and execution quality metrics in electronic trading environments is a plus.
W e are proud to be an equal opportunity employer. We do not discriminate against individuals on the basis of race, gender, age, citizenship, religion, sexual orientation, gender identity or expression, disability, or any other legally protected factor. We value the unique talents of all our people, who come from diverse backgrounds with different personal experiences and points of view and we are committed to providing an environment of mutual respect.
This job description is only describing the main activities within a certain role and is not exhaustive. It does not prevent to add more tasks, projects.
