Job Description

LexiFi is a leading software provider in the financial derivatives and structured products market. Our solutions are used around the world by investment banks, private banks, brokerage firms, asset managers, insurance firms, and financial technology companies.

LexiFi empowers its users with the right tools to quickly and easily create, book, price, assess, and manage any OTC derivatives or structured investment product.

LexiFi also provides its technology as software libraries, which are integrated by other software publishers and service providers globally.

Located at the company’s headquarters in the centrum of Paris (8th arrondissement), within the quantitative team, your main mission will be to develop, extend, and maintain the quantitative analysis libraries integrated into LexiFi’s software and service offerings.

The dedicated quantitative team is working on all supported asset classes (cross-asset: equity/index/intereset rates/credit/FX/inflation/commodity) and uses innovative methodologies, both from a numerical and financial or mathematical perspective.

Responsibilities

• Improve the quantitative analysis infrastructure (pricing, calibration, risk analyses, etc.).

• Maintain, extend, optimize, and accelerate financial and numerical method libraries.

• Improve and enrich pre- and post-market data processing methods.

• Model and implement descriptions of financial products.

• Assist other teams in understanding new financial products and their specific quantitative methods.

• Participate in support during pre- and post-sales phases with clients.

Profile

• High-level education in mathematical finance and field proven programming praxis.

• Beginner or with 1 to 3 years of experience as a Quant or IT Quant.

• Good knowledge of at least one programming language. Knowledge of OCaml or functional programming is a plus.

• Proficiency in English is essential.

If you wish to join us as a quantitative analyst, send your resume and a motivation letter by email to quant_careers@lexifi.com, mentioning the reference Q-FR-L-25.

With over 20 years of expertise, LexiFi will open the doors to financial computing and derivative products for you, offering the opportunity to work on a highly differentiated solution, access top-tier expertise, and thrive in a supportive, friendly and collaborative environment.