Beschreibung
Senior Murex Quantative Developer - 100%Project:
We are currently seeking an experienced Senior Quantitive Developer for a Leading Financial services client in Zürich. Working as part of the Quant Analysis and Development team you will Develop and maintain pricing and risk management tools
Key Tasks:
- 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 pricing/risk models
- Helping in new model testing/validation
- First line support team in analysis of production issues
- Liaising with Vendor for bug fixes and follow up
Requirements:
- 3-5 years' experience as a Quant Developer
- Msc in Quantitative Finance, Computer Science or a related field
- C++ Expertise
- Strong knowledge and experience of Murex Flex API (FX, Stream and Vol)
- Broad know-how in the area of FX Options (pricing and risk management)
- Strong overall knowledge of Murex System V3.1 (risk views pre-trade/post trade workflows, DataMart)
- 2-3 years of practical Knowledge and experience of Python
- Programming experience with Java, Scala SQL Querying or database experience is highly desired
Personal Skills Sought:
You will have strong interpersonal and communication skills with the ability to demonstrate a good understanding of other asset classes, including equities and Fixed Income
Languages:
- English - Business Fluent
- German - Nice to have
Reference Nr: 920047KS
Role: Murex Senior Quant Developer
Branch: Banking
Location: Zürich
Arbeitspensum: 100%
Start: 01.03.2021
Dauer: 9 Months +
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