The R&D Department of this CIB is divided into different complementary teams: a cross asset team, who works on a pricing interface used by traders and sales, a team focuses on an important calculation post-trade risk motor, another team works on commodities, another one on a risk management tool for credit products. What do they all have in common? They work in an exigent environment and are directly in contact with Quant, Trader and Sales teams to deal with specific challenges of performance, real time and volume optimizations.
Our Margos working in this Department are C# Developers, IT Quants or Quants. They all master the same object-oriented languages and have a common taste for algorithmics and financial mathematics. The team is recognized for its curiosity and for always being looking for new technological news. 6 people from the team were trained by the C# Academy, an internal training recognized and valued by the client.
A word from the Business Manager
Margo is the most represented company in this department. We have a strong partnership, based on trust. Our clients have taken the challenge to integrate a lot of of junior consultants, who daily blossom. It’s a real success!
With the implementation of new regulatory constraints (FRTB – Fundamental Review of Trading Books – and KIDs – Key Information Documents), fresh projects are in development. On the one hand, the team discusses about the optimization of Value-at-risk calculation, and on the other hand, they think about developing new pricers with an Azure interaction. In short, they will have great opportunities to deal with.