Stage3A-Ingénieur informatique -Extend the curve replayer interpolation to Credit & Inflation curves
Who we are:
Murex is a global fintech leader in trading, risk management and processing solutions for capital markets. Operating from our 18 offices, 2400 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. The team:
As part of the development of market parameters, the team focuses on the management of curves by term, mainly rate curves, but also inflation, the exchange, credit and commodities. The main functions of the module are the calibration and interpolation of the curves, and the interface with the financial instruments that participate in the calibration.
The team is also working on adjusting position sensitivities and calculating hedge positions. What you'll do:
Curve replayer is a module that allows to test and validate curve analytics used in MX platform.
Your mission will be to extend the curve replayer to handle inflation and credit curve interpolation analytics and make them accessible in Jupyter Gui.
Your internship will consist of three parts:
Who you are:
- Define an API for Curve Replayer to process inflation and credit curves and implement it in terms of production code entities
- Make inflation and credit curves accessible in curve analytics python package
- Develop a Jupyter GUI to visualize inflation and credit curves
Why should you joins us:
- Student in last year of Computer Engineering / Computer Science
- Good knowledge of C / C ++ object-oriented programming and finance
- Curiosity in learning, good analytical skills
- Ability to work in an agile and highly collaborative context
Duration and start date:
- A multicultural community united and passionate
- Complex challenges
- Continuous training
- Glassdoor top ten French employer
5-6 months internship beginning between January and May 2022