Senior Murex Quantitative Developer (f/m)
Bosshard & Partner Unternehmensberatung AG
Zurich
vor 2 Tg.

A Swiss private Bank is looking for a Senior Murex Quant Developer.

Tasks

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.
  • 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.
  • Absolutely necessary :

  • 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 ...).
  • Grid Computing.
  • Msc in Quantitative Finance, Computer Science or related field.
  • Fluent in English.
  • Preferable :

  • Programming experience with Java, Scala SQL Querying or database experience is highly desired.
  • Schell scripting.
  • Ability to demonstrate a good understanding of other asset classes including equities and Fixed Income.
  • German as an asset.
  • Soft Skills

  • Excellent analytical skills, detail and quality oriented
  • You have an independent way of working and are a proactive personality with high quality standards.
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