Murex Flex API Developer

Pro Informatik GmbH  Zürich

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16.04.21

Stellenbeschreibung:

 

Responsibilities

  • Quantitative development in the area of FX options (and other asset classes)
  • Be part of the Quant Analysis and Development team and liaise with traders and sales
  • Analytics integration into Murex using the FLEX API
  • New payoffs developments
  • Enhance pricing and risk models
  • Help in new model testing and validation
  • Assist first line support team in analyzing production issues
  • Liaise with vendors for bug fixes and follow up



Anforderungsprofil:

 

Requirements

  • Experience with Murex Flex API (FX, Stream and Vol)
  • Very good C++ programming skills
  • Strong knowledge in FX options (pricing and risk management)
  • Good overall knowledge of Murex System V3.1 (risk views, pre-trade/post trade workflows, datamart ...)
  • Very good Python skills
  • Fluent in English

Nice to have

  • Programming experience with Java, Scala, SQL and Shell
  • Good knowledge of databases
  • Good understanding of other asset classes including equities and Fixed Income
  • Experience in dash plotly
  • German language skills

Personality

  • Excellent analytical skills
  • Good communication skills



Merima Dzonlagic, Merima@pro-info.ch

Referenz-Nummer: 2021041501

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