IT Quant C++

About XRAYS TRADING

XRAYS TRADING has been the most atypical structure in the world of the stock market for 21 years! We ensure that your daily life is full of adrenaline and unforgettable moments, all while helping you build your career within an unparalleled working group. In summary: You will join a company of totally crazy engineers who know how to have fun during and after work!

Our Need

Our team is looking for an experienced IT Quant to work on a rate products desk (linear or structured)! You will be in direct contact with traders on the desk. Our technical stack for this position? C++ for high-performance issues! The code must be robust, fast, and multi-threaded. You will optimize calculations and encounter critical latency challenges to create high-performance pricing libraries. You will need a good understanding of financial mathematics models concerning linear products (swaps, FRA, bonds) and structured products (swaptions, CMS, exotic products): Monte Carlo, LIBOR Market Model, or Black-Scholes Model. You will adjust model parameters to market data: interest rate curves, volatilities...

You

You are a graduate of a top engineering school with a double degree in mathematics (e.g., DEA Laure Elie etc.). You have at least 5 years of experience as a Quant on linear and structured products. You are alert and communicate easily in both French and English. You are passionate about market finance and mathematics, thus you are curious and seek to understand how our ecosystem works. You are looking for an international scope in your responsibilities. Your temperament leads you to step out of your comfort zone to gain autonomy while discovering an immense field that is never fully explored: market finance!

Our Offer

You will join an environment where: Pricing is handled at the architectural level, not as an afterthought. Models are connected to production systems. You are exposed directly to traders. Autonomy is high. Subjects are technical, mathematical, and strategic. The compensation is aligned with your level of expertise, academic background, and real impact on the systems. But above all: If you want to remain in a purely theoretical role, this is not the place. If you want to build robust, scalable pricing systems used in production, we can talk. Visit us at www.xrays.fr!

Key skills/competency

C++ Developer, Quant, Financial Modeling, High-Performance Computing, Market Finance, Pricing Libraries, Monte Carlo, LIBOR Market Model, Black-Scholes Model, Interest Rate Products.