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.
Mandatory Skills Description:
- 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 Skills Description:
- 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
