C++ Quantitative Developer (Murex API)

C++ QUANTITATIVE DEVELOPER (MUREX API)

On behalf of our client, a leading bank in Zürich, we are looking for a C++ QUANTITATIVE DEVELOPER WITH EXPERT KNOW-HOW IN MUREX API.

Are you looking for an exciting new opportunity with a market leading global company then please have a look at the details:

ROLE:

- As a Senior Murex Quant Developer, you will be part of the Quant Analysis and Development team.
- Analytics integration into Murex using the FLEX API
- Liaising with Traders/Sales for new payoffs developments and enhancing our pricing/risk models
- Helping in new model testing/validation
- Assisting the first line support team in analysing production issues
- Liaising with Vendor for bug fixes and follow up

SKILLS:

- Solid experience with Murex Flex API (FX, Stream and Vol)
- C++ Expert with over 5 years of experience
- Strong knowledge in FX Options (pricing and risk management)
- Strong overall knowledge of Murex System V3.1(risk views, pre-trade/post trade workflows, datamart ...)
- Grid Computing
- Excellent analytical skills, detail and quality oriented

HIGHLY BENEFICIAL:

- Programming experience with Java, Scala SQL
- Querying or database experience
- Schell Scripting
- Ability to demonstrate a good understanding of other asset classes including equities and Fixed Income

Are you interested in this opportunity? Kindly send us your CV today through the link in the advert. In case of any questions please contact Sophia Alaoui

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