Quantitative Analyst in Market Finance (M/F)

Created in 2000, Lunalogic is a consulting firm structured around two areas of expertise:

• Finance, Risk & Regulatory: supporting financial institutions, insurers, and industrial companies on risk, compliance, and quantitative modeling.
• Data Science, Artificial Intelligence & Blockchain: design and deployment of advanced solutions in machine learning, deep learning, data engineering, and blockchain for all sectors.

For over 20 years, we have been developing sophisticated algorithms and infrastructures to exploit the potential of data science and blockchain on concrete issues: quantitative modeling, automation of business processes, fraud detection, optimization of industrial systems, or predictive analysis. We work with large accounts and SMEs in finance, banking, insurance, healthcare, and industry, with references such as Mérieux, Limagrain, AXA, Servier. Our strength: R&D and innovation, and continuous training to attract the best talents from the most prestigious educational backgrounds.

At Lunalogic, we transform our clients' technological and financial challenges into concrete, operational, and high-impact solutions, in a stimulating and collaborative environment.

As part of its development, Lunalogic is looking for a quantitative developer to work for a client in Corporate and Investment Banking (CIB). The mission is part of a Front Office R&D team, responsible for the development and evolution of quantitative models related to interest rate derivatives activities (pricing, hedging, risk). Missions: The consultant will work on advanced modeling and development issues:

• Development and improvement of pricing models
• Implementation of numerical methods
• Contribution to the construction of tools used by the Front Office
• Close collaboration with Front Office (trading and sales), Risk, and IT teams
• Participation in the continuous improvement of existing tools and libraries

Profile sought

• Master's degree (engineering school or university) with a specialization in quantitative finance or applied mathematics
• Significant first experience (internship or apprenticeship) in Quantitative Research or as a Quant Developer
• Experience in Front Office or a CIB environment is highly appreciated

Required skills Pricing of derivative products Knowledge of interest rate models and derivative products (linear and exotic) Numerical methods (Monte Carlo, regression, optimization) Mastery of C++ or C# Practice of Python (NumPy, Pandas) English mandatory Excellent written and oral communication </body>