This Job Vacancy has Expired!

Senior Murex Quantative Developer - 100%

ITech Consult

Posted on Feb 8, 2021 by ITech Consult

Zürich, Switzerland
IT
1 Mar 2021
Annual Salary
Contract/Project



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 +


Sollte diese Position Ihr Interesse geweckt haben, senden Sie uns bitte Ihr komplettes Dossier via den Link in dieser Anzeige. Kontaktieren Sie uns für weitere Informationen über unser Unternehmen, unsere Positionen oder unser attraktives Payroll-OnlyProgramm.




Reference: 1088085674

Set up alerts to get notified of new vacancies.