Description
NEXTON is hiring an IT Quant Pricing Pre-Trade Developer on a permanent contract in Paris to redesign and optimize a critical pricing application for a large enterprise banking client. The role involves improving algorithms, multithreading, and computation performance; developing structured and exotic equity products; modularizing microservices and REST/Web Services architectures; integrating with financial systems and databases; implementing Monte Carlo and Black-Scholes models; and delivering Agile software using C#/.NET, C++, Python, and related technologies. Candidates need a Master’s degree or engineering school qualification and 5–6 years of IT Quant or backend development experience in Microsoft technologies and financial markets.
