Avp/vp - equity derivatives flow developer

Description de l’entreprise



Natixis Corporate & Investment Banking est une institution financière mondiale de premier plan qui fournit des services de conseil, de banque d'investissement, de financement, de banque d'entreprise et de marchés de capitaux aux entreprises, institutions financières, sponsors financiers et organisations souveraines et supranationales du monde entier. Nos équipes d'experts dans plus de 30 pays conseillent nos clients sur leur développement stratégique, les aident à développer et à transformer leurs activités, et à maximiser leur impact positif.

Natixis CIB Asia Pacific propose aux entreprises et aux institutions financières régionales des solutions de financement et de marchés de capitaux sur mesure ainsi qu'un accès aux marchés financiers mondiaux, tout en accompagnant le développement des clients européens et internationaux de Natixis CIB en Asie-Pacifique.



Poste et missions


Role Overview: Part of a global development team centralized in Paris, the developer based in Hong Kong will implement and maintain Equity Markets applications, specifically for Structured Products pricing and workflow automation. Those systems are used by the flow Desks within Natixis around the globe. The position is a great opportunity for developers eager to get exposure to an international environment in Finance.

Position and Responsibilities: Part of a global project, you will work locally with another developer and a business analyst in direct contact with equity traders and sales. Whilst working in Hong Kong, you will also report to the project managers at our Paris Head Office.

Your main responsibilities include:

* 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.

Required Skills:

* Excellent mastery of .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
* 6 to 8 years of experience as a developer with Microsoft technologies and the technologies mentioned above (a relevant degree is an asset).
* Good knowledge of financial products in equity markets

Personal Qualities: You are:

* Comfortable working in a team.
* Rigorous and organized.
* Possessing good communication skills.

Additional skills

Those skills will be considered an advantage for candidates:

* Knowledge in Python, C++ and Java is a plus
* In-depth knowledge of structured products and exotic products in Equity.
* Mastery of pricing techniques: Monte Carlo methods, closed formulas such as Black-Scholes.
* Experience with pre-trade systems and product lifecycle management in a Front-to-Back system.
* Good understanding of financial market environments and position management practices.
* Familiarity with DataSynapse, ArmoniK (Grid Computing).