Beschreibung
A Swiss private Bank is looking for a Senior Murex Quant Developer.Start Date: asap
End Date: 31.07.2019
Workplace: Winterthur
Workload: 100%
Reference Number: 4497
Tasks:
As a Senior Murex Quant Developer, you will be part of the Quant Analysis and Development team. You’ll be in charge of :
• 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 analyzing production issues - Liaising with Vendor for bug fixes and follow up.
Requirements:
Absolutely necessary:
• Murex Flex API (FX, Stream and Vol).
• C++ Expert.
• 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.
• Msc in Quantitative Finance, Computer Science or related field.
• Fluent in English.
Preferable:
• Programming experience with Java, Scala SQL Querying or database experience is highly desired.
• Schell scripting.
• Ability to demonstrate a good understanding of other asset classes including equities and Fixed Income.
• German as an asset.
Soft Skills:
• Excellent analytical skills, detail and quality oriented
• You have an independent way of working and are a proactive personality with high quality standards.