10/31/2026 updated
SN
100 % available
Quantitative Developer | C++ & Python
Asnières-sur-Seine, France
Only remote
Master's Degree in Financial Engineering, Grenoble INP - Ensimag (2018)Asset TrackingC++ (Programming Language)Financial ModelingFinancial Risk ModelingFinancial SoftwareInvestment BankingPython (Programming Language)Quantitative ResearchQuantitative InvestingBacktestingRisk-Based TestingQuantum SecurityQuantitative AnalysisSoftware Coding
C++ & Python Development
Expertise in high-performance C++ and Python development for quantitative finance applications, including multithreading, lock-free programming, quantitative library development, and production-grade system architecture.
Quantitative Finance & Derivatives Pricing
Deep knowledge in derivatives pricing, quantitative modelling, model validation, and risk analytics covering interest rate derivatives, FX derivatives, credit derivatives, and structured products using models such as Black-Scholes, Hull-White, CIR++, and LMM.
Credit & Market Risk Modelling
Strong background in credit risk modelling (LGD, EAD, PD, Basel II/IRBA, IFRS 9), market risk analytics (FRTB IMA, VaR, Expected Shortfall, stress testing), and counterparty credit risk (CCR, CVA/XVA, Initial Margin, Variation Margin).
API Development & Software Engineering
Design and implementation of APIs exposing quantitative model outputs and risk analytics to Front Office and downstream applications, following object-oriented programming principles.
Stress Testing & Scenario Analysis
Development of stress testing frameworks, scenario analysis, and regulatory capital calculations across multi-asset classes including Rates, FX, Credit, and Commodities.
Backtesting & Execution Simulation
Implementation of backtesting and execution frameworks incorporating latency, transaction costs, fees, and realistic order-fill mechanics for quantitative trading strategies.
Regulatory Frameworks
Practical experience with regulatory frameworks including Basel II, IFRS 9, FRTB IMA, ICAAP, and NMRF, supporting regulatory capital calculations and risk supervision.
Programming Languages & Tools
Proficiency in Python, C++, C#, Java, Rust, R, SQL, Matlab, as well as Linux, Git, and Jenkins for development and deployment in production environments.
Quantitative Trading Systems
Design and development of event-driven quantitative trading platforms covering real-time market-data processing, strategy evaluation, execution simulation, adaptive market-making, and risk controls.
Expertise in high-performance C++ and Python development for quantitative finance applications, including multithreading, lock-free programming, quantitative library development, and production-grade system architecture.
Quantitative Finance & Derivatives Pricing
Deep knowledge in derivatives pricing, quantitative modelling, model validation, and risk analytics covering interest rate derivatives, FX derivatives, credit derivatives, and structured products using models such as Black-Scholes, Hull-White, CIR++, and LMM.
Credit & Market Risk Modelling
Strong background in credit risk modelling (LGD, EAD, PD, Basel II/IRBA, IFRS 9), market risk analytics (FRTB IMA, VaR, Expected Shortfall, stress testing), and counterparty credit risk (CCR, CVA/XVA, Initial Margin, Variation Margin).
API Development & Software Engineering
Design and implementation of APIs exposing quantitative model outputs and risk analytics to Front Office and downstream applications, following object-oriented programming principles.
Stress Testing & Scenario Analysis
Development of stress testing frameworks, scenario analysis, and regulatory capital calculations across multi-asset classes including Rates, FX, Credit, and Commodities.
Backtesting & Execution Simulation
Implementation of backtesting and execution frameworks incorporating latency, transaction costs, fees, and realistic order-fill mechanics for quantitative trading strategies.
Regulatory Frameworks
Practical experience with regulatory frameworks including Basel II, IFRS 9, FRTB IMA, ICAAP, and NMRF, supporting regulatory capital calculations and risk supervision.
Programming Languages & Tools
Proficiency in Python, C++, C#, Java, Rust, R, SQL, Matlab, as well as Linux, Git, and Jenkins for development and deployment in production environments.
Quantitative Trading Systems
Design and development of event-driven quantitative trading platforms covering real-time market-data processing, strategy evaluation, execution simulation, adaptive market-making, and risk controls.
Experience
Professional experience5 - 10 years
Freelancer since2023
Languages
EnglishFluentFrenchNative speaker
Project history
Designed and developed an event-driven quantitative trading platform in C++20 and Python, covering real-time market-data processing, strategy evaluation, execution simulation and risk controls. Built a real-time order-book processing engine, developed an adaptive market-making framework, implemented a backtesting and execution framework, and delivered production-oriented risk and monitoring components.
Contributed to the design, implementation, and enhancement of quantitative risk models and analytics infrastructure supporting credit risk analysis, regulatory capital calculations, and risk supervision. Developed LGD models in C++ within the Basel II IRBA framework, implemented Merton-type structural credit risk models, developed and productionised quantitative risk models within strategic C++ analytics libraries, designed a high-performance C++ provisioning engine for IFRS 9 Stage 3 calculations, and designed APIs exposing quantitative model outputs to Front Office and downstream applications.
Contributed to quantitative analytics and infrastructure for OTC derivatives exposure, counterparty credit risk and margin calculations within the SIGMA team. Developed Python quantitative tools for Variation Margin calculation, contributed to Initial Margin analytics, supported counterparty credit risk (CCR), CVA/XVA calculations, investigated calculation discrepancies, automated quantitative analysis and reconciliation workflows, and contributed to regulatory enhancements affecting VM/IM and counterparty-risk methodologies.