Murex Quant Developer

Set up as a new job alert
  1. Contract
  2. English
  3. Mid-Senior level
  4. Digital & Technology
  5. Zurich
  6. Financial Services
  7. Murex, Quant, Developer, FLEX API, C++, FX Options, Python, Scala, SQL, Trading, Markets
Murex Quant Developer

On behalf of our client, a private Swiss bank, Swisslinx are looking for an experienced Murex Quant Developer for a 9 month contract here in Zurich.

Responsibilities will include:
-Analytics integration into Murex using the FLEX API
-Development new tools for pricing and risk management
-Liaising with Traders/Sales for new payoffs developments and enhancements of the pricing and risk models
-Supporting the new model testing and validation
-Assisting the first line support team in analyzing production issues
-Liaising with vendor for bug fixes and follow ups

The successful candidate will bring:
-Previous experience as a Quant Developer
-Strong knowledge of Murex Flex API (FX, Stream, and Vol)
-C++ expertise
-Strong knowledge in FX Options (pricing and risk management)
-Strong overall knowledge of Murex System V3.1 including risk views, pre-trade, post-trade workflows, and datamart
-2-3 years of python experience
-Excellent analytical skills, detail and quality oriented

Nice to have experience:
-Java and Scala development
-SQL Querying or database experience
-Shell scripting
-German language skills

If you are a Quant Developer with the relevant Murex experience please apply below! We look forward to receiving your application!