Company description
Meritis is a consulting firm specialising in the digital transformation of organisations, founded in 2007 by Sébastien Videment.
Initially based in Paris, it has expanded across the regions and now has a presence in France's largest cities: Sophia-Antipolis, Montpellier, Nantes, Bordeaux, Lyon, Aix-en-Provence, Lille, and even Lisbon, Portugal since 2023.
Our experts support clients from a variety of sectors with all their digital transformation needs across many areas of expertise: Finance, Software Engineering, Cloud & Infrastructure, Data, Digital Transformation and Cybersecurity.
Driven by its values of excellence, humility, benevolence and closeness, the firm of +900 employees, awarded 5 times in the Great Place To Work® rankings, is experiencing very strong growth and aims to reach €100M in revenue in 2024 and to surpass the symbolic threshold of 1,000 employees.
We pride ourselves on being close to our employees and supporting them individually, whatever their role in the company. Certified by Great Place To Work since 2013, our approach to workplace well-being goes well beyond a simple label; our employees speak about it best: https://www.glassdoor.fr/Avis/Meritis-Avis-E1163008.htm
Job description
As part of an IT Quantitative team, you will take part in the development, optimisation and supervision of calculation and index management systems used for the valuation and replication of derivative products.
This role sits at the intersection of applied mathematics, software development and market finance, in a demanding and collaborative technical environment.
Missions include:
- Taking part in the development and maintenance of replication indices used for equity, interest rate, credit (CDS), commodity and bond derivatives;
- Analysing and implementing complex pricing formulas defined by the structuring teams;
- Optimising overnight calculation chains to ensure results are available to trading teams every morning;
- Understanding and improving market data processing and distribution systems, in interaction with internal data applications;
- Developing and maintaining automation tools and scripts in a Linux environment (Go, Python and internal object-oriented ADA language);
This internship offers a complete experience at the crossroads of quantitative research, IT development and market finance, within an innovative and technology-driven organisation.
Qualifications
- Final-year student of an engineering school or a master's degree (Bac +5) with a specialisation in computer science, applied mathematics or quantitative finance;
- Solid programming foundations (Go, Python, C++ or Java) and interest in object-oriented languages;
- Good level of applied mathematics, particularly linear algebra, matrix calculus, algorithms and numerical optimisation;
- Interest in market finance, derivative products and the valuation of financial assets;
- Curiosity, rigour, analytical skills and a taste for teamwork in a collaborative environment;
- English B2/C1
Additional information
- Tailored career paths (career development, suitable training, mentoring…);
- Having a choice of mission and personalised support throughout your career;
- Working in an environment that encourages learning: certified training, e-learning, meetUps, coding competitions, career development paths etc.;
- Being part of expert communities that share their knowledge and experience within our competence centres;
- A friendly environment with many festive events (annual evening party, seminars & team building, lunches and afterworks…);
Your differences are our strengths. That is why Meritis is committed to diversity and non-discrimination. All our roles 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 .