Beschreibung
For a project at our client‘s site, a bank based in Zurich, we are looking for a
Senior Murex Quant Developer - FX Options
In this role you and your team will be responsible for developing new tools for pricing and risk management.
Your Qualifications:
- Many years’ experience as Quant Developer with focus on Murex Flex API (FX, Stream and Vol) and C++
- Msc in Quantitative Finance, Computer Science or related field
- Strong knowledge in FX Options (pricing and risk management)
- In-depth knowledge of Murex System V3.1 (risk views, pre-trade/post trade workflows, datamart etc.) with 2+ years’ experience with Python
- Programming experience with Java and Scala as well as SQL Querying or database experience is highly desired
- Ability to demonstrate a good understanding of other asset classes including equities and Fixed Income is a plus
- Excellent analytical skills, detail and quality oriented
- Fluent in English, German is an asset
Your Responsibilities:
- 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
Off to new destinations! Apply now directly on or contact our team on .