C# Developer - IT Quant Pricing Pre Trade (+ Sophis API) M/F

Who are we?

Joining NEXTON means joining a company where the spirit of a consulting firm, the creativity of a Factory, and the dynamics of an ESN converge! Thanks to our expertise, we support major accounts and pure players such as SNCF, Orange, and BNP Paribas in their digital evolution and innovation strategies.

Founded in 2011, NEXTON now brings together a team of more than 450 experts specialized in digital, design, agility, product, and development. Together, they create an ecosystem rich in knowledge and diversified skills.

NEXTON is recruiting an IT Quant Pricing Pre Trade Developer M/F on a CDI basis in Paris!

Your future work environment:

As part of strategic projects for one of our major clients in the banking sector (CIB / Financial Markets), you will join the Pre Trade Pricing Tools team (47 people). Within the Global Markets department and in synergy with international teams, you will participate in the major redesign of a critical pricing application to multiply its processing capabilities by five, at the heart of an Agile environment.

Your missions:

• Participate in the application redesign and performance optimization (algorithms, multithreading, calculation time) to increase processing capacity tenfold.
• Develop new Equity structured and exotic products based on commercial termsheets within the pricing tool.
• Modularize and API-fy the architecture (microservices, REST, Web Services) to ensure scalability, robustness, and integration with Front-to-Back systems.
• Interface with the client's financial ecosystem (Sophis software, Pre-Trade components, order flow, Oracle/SQL databases).
• Collaborate with Quant teams and architects to implement quantitative models (Monte Carlo, Black-Scholes) and utilize calculation grids (DataSynapse, ArmoniK).
• Guarantee the excellence of the Agile delivery chain (study, C#/.NET/C++ dev, unit tests, non-regression, code coverage, and MCO) within the Paris cycle.

With higher education (Master's degree) in computer science or engineering school, you have solid experience (5 to 6 years) in the role of IT Quant / backend Developer around Microsoft technologies and financial markets.

Your technical and transversal skills:

• Excellent mastery of C# (.NET Core) and good knowledge of C++, ideally complemented by notions in Python and databases (Oracle/SQL).
• Deep knowledge of market finance: Expertise in Equity structured and exotic products, Pre-Trade environments, and Front-to-Back integration.
• Practice of Pricing techniques: Mastery of quantitative methods (Monte Carlo, closed-form formulas like Black-Scholes) and the use of Sophis software.
• Solid software architecture skills: API-fication, microservices, REST/Web Services APIs, and advanced optimization (multithreading, memory management, scalability).
• Sensitivity to distributed computing environments: Notions or practice of Grid Computing architectures (DataSynapse, ArmoniK).
• Rigor and Agile methodology: Commitment to quality standards (tests, code coverage), excellent interpersonal skills, and the ability to evolve in an international environment (English B2 minimum).

Why choose NEXTON?

We offer you benefits and opportunities to enrich your professional and personal experience throughout the year:

• Dynamic communities to support you in your journey.
• Meet Ups to develop your skills.
• Training to reinvent yourself and progress.
• Sporting and festive events to thrive.
• A sustainable mobility package to facilitate your daily life and encourage soft mobility.
• A latest-generation phone to stay connected.

Ready to join us? Let's meet!

NEXTON

NEXTON