Beschreibung
We are supporting our client, a bank in Zurich, by finding a Senior Murex Quant Developer.Tasks
- 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
- Developing new tools for pricing and risk management
- 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
- Msc in Quantitative Finance, Computer Science or related field
- 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 and Python
- Programming experience with Java, Scala
- SQL Querying or database experience is highly desired
Soft Skills
- Excellent analytical skills, detail and quality oriented
- Strong interpersonal and communication skills