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Quantitative Developer - Murex

RM IT Professional Resources AG

Posted on Feb 8, 2021 by RM IT Professional Resources AG

Zürich, Switzerland
Immediate Start
Annual Salary

Senior Quantitative Developer - Murex vacancy for a globally operating Zurich based company in the financial sector.

Your experience/skills:

  • Expertise in Murex Flex API, FX, Stream and Vol, C++ as well as in FX Options such as pricing and risk management

  • Strong overall knowledge of Murex System V3.1 including risk views, pre-and post-trade workflows and datamart

  • 2+ years of experience in programming with Python, good command of Java, Scala, SQL Querying, Schell Scripting and Dash Plotly are a strong plus

  • Solid understanding of other asset classes including equities and Fixed Income

  • Master Degree in Quantitative Finance, Computer Science or related field

  • Languages: English, fluent in written and spoken

Your tasks:

  • Performing integration analysis into Murex using the FLEX API

  • Developing new tools for pricing and risk management

  • Liaising with Traders and Sales for new payoffs developments and enhancing our pricing/risk models

  • Supporting new model testing and validation, as well as assisting the first line support team in analysing production issues

  • Collaborating with Vendors for bug fixes and follow up

Start: 03/2021
Duration: 10MM+
Location: Zurich, Switzerland
Ref.Nr.: BH16581

Does this Spark your interest? Then take the next step by sending us your CV as a Word document and a contact telephone number on which you are reachable during working hours.
Going the Extra Mile.
As a preferred recruitment agency for Swiss banks, international insurances, finance service providers, software and pharma companies, we acquire exciting positions since 1998 in Zurich, Bern, Basel and other regions in Switzerland every day.
Due to work permit restrictions we unfortunately can only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.

New to Switzerland? In case of a successful placement, we support you with:

  • All administrative questions

  • Finding an apartment

  • Health- and social insurance

  • Work permit and much more

Thank you for your interest. By applying, you give us the permission to internally store and process your data for the application process. We strictly comply with the applicable data protection laws.

Reference: 1087826451

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