Beschreibung
C++ Developer (m/f/d)Are you an experienced C++ Developer (m/f/d) looking for a new project? Our client, a company in the financial industry located in Zürich offers an interesting and exciting opportunity as C++ Developer.
As a main task, you will develop and maintain pricing and risk management tools.
Your role as C++ Developer (m/f/d)
As a Senior C++ 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
- 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
Required Skills
- 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 ...)
- 2+ years Python experience
- Excellent analytical skills
Further information
- Location: Zürich
- Start date: 1.03.2020
- Duration: 31.12.2021
Interested?
If you would like to apply for this project as C++ Developer (m/f/d), please contact me via phone for more information. Or you can apply directly by clicking the Apply button or send me an e-mail (k.zipper(a)computerfutures.ch)
We are looking forward to your application.
Sthree Switzerland is acting as an Employment Business in relation to this vacancy.