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STAGE 3A - DEV C++ - Historization of scenarios
Ile de France, Paris (75000) - Référence : JR_SF42413
Originellement mis en ligne le 7 décembre 2023 - Remontée le 20 mars 2024 par Murex (+ d'offres)
Murex
Type de contrat :Stage
Métier :Développeur
Niveau d'étude requis :BAC+5 ou plus
Type d'entreprise :Editeur de logiciel
Localisation :Ile de France, Paris (75000)
Télétravail :Pas de télétravail
Compétences requises :Automatisme, C++, Git, Jenkins, Shell
Poste à pourvoir
Team and context
The Market Data Scenario domain is responsible of handling scenario on market data:
- Generating and applying market data scenarios with different methods (historical variation, monte carlo, stress test routers ...).
- Applying scenarios on market data will change the values of a portfolio of position taken by a trader and allows to extract various risk statistics. This is commonly done for a regulatory purpose.
Your missions
- To capture the risk on positions taken by traders the risk manager can generate scenarios.
- Scenarios represent variations of the market data observed across past years, they are stored in a container. Sometimes the scenario saved should be edited to consider a new event. For example, during a corporate action, some equities can be split into several equities which may change how to interpret their past values.
- The goal of this internship is to implement an historization of the scenario container. The user should be able to switch between the edited and the previous version of the scenarios.
- You will learn to design a clean data model.
- You will learn advanced concepts in meta programming, clean design and to optimize the code for performances.
- You will learn to work on a large code base.
- You will also discover how market data are represented in a market risk context.
The Market Data Scenario domain is responsible of handling scenario on market data:
- Generating and applying market data scenarios with different methods (historical variation, monte carlo, stress test routers ...).
- Applying scenarios on market data will change the values of a portfolio of position taken by a trader and allows to extract various risk statistics. This is commonly done for a regulatory purpose.
Your missions
- To capture the risk on positions taken by traders the risk manager can generate scenarios.
- Scenarios represent variations of the market data observed across past years, they are stored in a container. Sometimes the scenario saved should be edited to consider a new event. For example, during a corporate action, some equities can be split into several equities which may change how to interpret their past values.
- The goal of this internship is to implement an historization of the scenario container. The user should be able to switch between the edited and the previous version of the scenarios.
- You will learn to design a clean data model.
- You will learn advanced concepts in meta programming, clean design and to optimize the code for performances.
- You will learn to work on a large code base.
- You will also discover how market data are represented in a market risk context.
Profil recherché
Your profile
Master’s degree in computer science (Bac+5)
« Mandatory » skills :
- Familiar with the C++ language
- Good communication and collaboration skills
- Clean code principles
« Nice to have » skills :
- Database knowledges
- Shell knowledges
- Source code management: GIT, Perfoce
- Pipeline and test Automation: Jenkins
Duration : 6 months
Master’s degree in computer science (Bac+5)
« Mandatory » skills :
- Familiar with the C++ language
- Good communication and collaboration skills
- Clean code principles
« Nice to have » skills :
- Database knowledges
- Shell knowledges
- Source code management: GIT, Perfoce
- Pipeline and test Automation: Jenkins
Duration : 6 months
Description de la société
Murex is a global fintech leader in trading, risk management and processing solutions for capital markets.
Operating from our 19 offices, 2700 Murexians from over 60 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world.
Join Murex and work on the challenges of an industry at the forefront of innovation and thrive in a people-centric environment.
You’ll be part of one global team where you can learn fast and stay true to yourself.
Operating from our 19 offices, 2700 Murexians from over 60 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world.
Join Murex and work on the challenges of an industry at the forefront of innovation and thrive in a people-centric environment.
You’ll be part of one global team where you can learn fast and stay true to yourself.