C++ Developer - trading systems, quantitative, risk calculations

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.

Mandatory Skills Description:

• 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 Skills Description:

• 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