Senior Murex Quant Developer (Risk Management)
Posted on Feb 9, 2021 by Randstad (Schweiz) AG
For a renowned private bank based in Zurich we are currently looking for a Senior Murex Quant Developer who will develop and maintain pricing and risk management tools.
As a Senior 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 analysing production issues
- Liaising with Vendor for bug fixes and follow up
Required experience and skills:
- Knowledge of 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 or 3 years Python experience
- Excellent analytical skills, detail and quality oriented
- Msc in Quantitative Finance, Computer Science or related field
- Strong interpersonal and communication skills
- Fluency in English, German is a plus
Nice to haves:
- Programming experience with Java, Scala
- SQL Querying or database experience is highly desired
- Schell Scripting
- Dash Plotly
- Ability to demonstrate a good understanding of other asset classes including equities and Fixed Income
Are you ready for the next challenge in your career, then dont hesitate to send your application or contact me.
Please note that we are only considering applications from Swiss and EU-27/EFTA nationals or Swiss work permit holders for our open positions in Switzerland.