C++ Developer - Global Markets New Products Team
Summary
C++ Developer building and maintaining integrations between Murex and proprietary quantitative pricing libraries in a Global Markets trading environment, supporting pricing and risk calculations for derivatives and structured products.
Project description
The role offers exposure to trading systems, quantitative modelling, pricing engines, and financial products within a Global Markets environment.
Responsibilities
- Develop and maintain C++-based integrations between Murex and proprietary Quant pricing libraries.
- Implement and support Murex Flex integrations for pricing and risk calculations.
- Extract trade, static data, market data, and configuration information from Murex.
- Integrate with Quantitative Analytics APIs to obtain: - NPV / Mark-to-Market (MTM) - Risk measures such as PV01, CS01, Delta, Vega, etc.
- Process and publish pricing and risk results back into Murex and related downstream systems.
- Work closely with Quantitative Analysts, Front Office users, Risk teams, and Technology teams to analyze requirements and deliver solutions.
- Investigate and resolve pricing, valuation, and integration issues.
- Participate in testing, deployment, production support, and platform enhancements.
- Ensure solutions are developed according to coding standards, performance requirements, and best practices.
SKILLS
Must have
- 3 to 5 years of hands-on C++ development experience.
- 5 to 8 years of total professional software development experience.
- Strong understanding of object-oriented programming and software design principles.
- Experience developing and supporting enterprise applications.
- Familiarity with both Windows and Linux environments.
- Experience working with APIs, system integration, and data exchange frameworks.
- Strong analytical, troubleshooting, and problem-solving skills.
- Ability to understand and work with complex business and technical workflows.
- Strong verbal and written communication skills.
Nice to have
• Experience with Murex (MX), particularly Murex Flex integration. • Exposure to financial markets, treasury, or capital markets technology. • Knowledge of derivatives and structured products. • Understanding of pricing engines, valuation models, and risk calculations. • Familiarity with risk measures such as NPV, PV01, CS01, Delta, and Vega. • Experience working with quantitative libraries or pricing APIs. • Exposure to products such as: - FX Options - Interest Rate Swaps - Currency Swaps - FX TARNs - FX Accumulators - Callable Interest Rate Swaps - Callable Credit Linked Interest Rate Swaps