Project description

The role offers exposure to trading systems, quantitative modelling, pricing engines, and financial products within a Global Markets environment.

Responsibilities

  • Develop and maintain C++-based integrations between Murex and proprietary Quant pricing libraries.
  • Implement and support Murex Flex integrations for pricing and risk calculations.
  • Extract trade, static data, market data, and configuration information from Murex.
  • Integrate with Quantitative Analytics APIs to obtain: - NPV / Mark-to-Market (MTM) - Risk measures such as PV01, CS01, Delta, Vega, etc.
  • Process and publish pricing and risk results back into Murex and related downstream systems.
  • Work closely with Quantitative Analysts, Front Office users, Risk teams, and Technology teams to analyze requirements and deliver solutions.
  • Investigate and resolve pricing, valuation, and integration issues.
  • Participate in testing, deployment, production support, and platform enhancements.
  • Ensure solutions are developed according to coding standards, performance requirements, and best practices.

SKILLS

Must have

  • 3 to 5 years of hands-on C++ development experience.
  • 5 to 8 years of total professional software development experience.
  • Strong understanding of object-oriented programming and software design principles.
  • Experience developing and supporting enterprise applications.
  • Familiarity with both Windows and Linux environments.
  • Experience working with APIs, system integration, and data exchange frameworks.
  • Strong analytical, troubleshooting, and problem-solving skills.
  • Ability to understand and work with complex business and technical workflows.
  • Strong verbal and written communication skills.

Nice to have

• Experience with Murex (MX), particularly Murex Flex integration. • Exposure to financial markets, treasury, or capital markets technology. • Knowledge of derivatives and structured products. • Understanding of pricing engines, valuation models, and risk calculations. • Familiarity with risk measures such as NPV, PV01, CS01, Delta, and Vega. • Experience working with quantitative libraries or pricing APIs. • Exposure to products such as: - FX Options - Interest Rate Swaps - Currency Swaps - FX TARNs - FX Accumulators - Callable Interest Rate Swaps - Callable Credit Linked Interest Rate Swaps