Job detail for IT Quant (M/F)

Company Description

Meritis is a consulting firm specializing in the digital transformation of organizations, founded in 2007 by Sébastien Videment.

Initially based in Paris, it has expanded into the regions and now has a presence in the largest cities in France: Sophia-Antipolis, Montpellier, Nantes, Bordeaux, Lyon, Aix-en-Provence, Lille, and even in Lisbon, Portugal, since 2023.

Our experts support clients from various sectors in all their digital transformation needs across numerous areas of expertise: Finance, Software Engineering, Cloud & Infrastructure, Data, Digital Transformation, and Cybersecurity.

Driven by its values of excellence, humility, benevolence, and proximity, the firm of 900+ employees, which has been awarded the Great Place To Work® label 5 times, is experiencing very strong growth and plans to reach €100M in revenue in 2024 and exceed the symbolic milestone of 1000 employees.

We make it a point of honor to be close to our employees and to support them in an individualized way, regardless of their roles in the company. Certified Great Place To Work since 2013, our concept of well-being at work goes far beyond a simple label; our employees speak about it best: https://www.glassdoor.fr/Avis/Meritis-Avis-E1163008.htm

Job Description

Within a Quantitative IT team, you will participate in the development, optimization, and supervision of calculation and index management systems used for the valuation and replication of derivative products.

This mission is at the intersection of applied mathematics, software development, and market finance, in a demanding and collaborative technical environment.

include:

• Participating in the development and maintenance of replication indices used for equity, rate, credit (CDS), commodity, and bond derivatives;
• Analyzing and implementing complex pricing formulas defined by the structuring teams;
• Optimizing overnight calculation chains to ensure results are available to trading teams each morning;
• Understanding and improving market data processing and distribution systems, in interaction with internal data applications;
• Developing and maintaining tools and automation scripts in a Linux environment (Go, Python, and internal object-oriented ADA languages);

This internship offers a comprehensive experience at the crossroads of quantitative research, IT development, and market finance, within an innovative and technological structure.

Qualifications

• Student in the final year of an engineering school or university master's degree (Bac +5) with a specialization in computer science, applied mathematics, or quantitative finance;
• Strong programming foundations (Go, Python, C++, or Java) and interest in object-oriented languages;
• Good level in applied mathematics, particularly in linear algebra, matrix calculus, algorithms, and numerical optimization;
• Interest in market finance, derivative products, and financial asset valuation;
• Curiosity, rigor, analytical skills, and a taste for teamwork in a collaborative environment;
• English B2/C1

Additional Information

• Tailor-made professional paths (career development, adapted training, mentoring…);
• Having a choice of mission and personalized support throughout your career;
• Evolving in an environment where learning is encouraged: certifying training, e-learning, meetups, coding competitions, development paths, etc.;
• Being part of communities of experts who share their knowledge and experience within our centers of competence;
• A friendly environment with numerous festive events (annual party, seminars & teambuilding, lunches, and afterworks…);

Your differences are our assets. This is why Meritis is committed to diversity and non-discrimination. All our positions are accessible to people with disabilities. If you have a question or believe you are a victim or witness of discrimination, you can contact ethiquegroup@meritis.fr.