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Developer, Engineer, Programmer - Murex Quant, FX Options (7496)


Posted on Apr 14, 2021 by iET SA

Zürich, Switzerland
Immediate Start
Annual Salary

Developer, Engineer, Programmer - Murex Quant, FX Options

Risk Officer - Operational Risk ORX | Zurich City | 8 Months | Daily rate upon request

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.

As of January 1, 2021, UK citizens will need work visa sponsorship in order to work in Switzerland. iET as an employment agency does not sponsor work visas. We can only work with UK citizens if they are already in Switzerland and possess a valid work permit.

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 analysing production issues
  • Liaising with Vendor for bug fixes and follow up

Off to new destinations! Apply now directly or contact our team.

Reference: 1164846478

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