Company Description

Natixis Corporate & Investment Banking is a leading global financial institution that provides advisory, investment banking, financing, corporate banking and capital markets services to corporations, financial institutions, financial sponsors and sovereign and supranational organizations worldwide.

Our teams of experts in close to 30 countries advise clients on their strategic development, helping them to grow and transform their businesses, and maximize their positive impact. Natixis CIB is committed to aligning its financing portfolio with a carbon neutrality path by 2050 while helping its clients reduce the environmental impact of their business.

As part of Groupe BPCE, the second largest banking group in France through the Banque Populaire and Caisse d’Epargne retail networks, Natixis CIB benefits from the Group’s financial strength and solid financial ratings (Standard & Poor's: A+, Moody's: A1, Fitch Ratings: A+, R&I: A+).

Job Description

Pricing & Analytics is responsible for the development and maintenance of financial libraries, as well as their integration into various applications on distributed environments. The Calculation Core Services team, composed of multidisciplinary developers, is responsible for maintaining distribution solutions for Natixis' CIB. The main software allows to value complex derivatives of the Equity perimeter using the numerical Monte Carlo method.

On a daily basis, your missions are to:

• Develop and maintain applications from A to Z, including design, testing, deployment and maintenance;
• Collaborate with teams of quantitative analysts to deliver new functionalities in accordance with best practices;
• Contribute to research and development work around HPC components written in C++ ;
• Maintain clear technical documentation for new features.

Required Skills/Qualifications/Experience