C++ Developer - Global Markets New Products Team

Project Overview

This position provides an opportunity to engage with trading systems, quantitative modeling, pricing engines, and various financial products within a Global Markets environment.

Key Responsibilities

• Develop and uphold C++ integrations connecting Murex and proprietary quantitative pricing libraries.
• Implement and maintain Murex Flex integrations supporting pricing and risk computations.
• Extract trade, static, market, and configuration data from Murex systems.
• Interface with Quantitative Analytics APIs to obtain key metrics like NPV, Mark-to-Market, and risk measures including PV01, CS01, Delta, and Vega.
• Process and disseminate pricing and risk outcomes back into Murex and associated downstream platforms.
• Collaborate closely with Quantitative Analysts, Front Office users, Risk Management, and Technology teams to gather requirements and deliver effective solutions.
• Investigate and resolve issues related to pricing, valuation, and integration.
• Engage in testing, deployment, production support, and platform improvements.
• Ensure code is developed following established standards, performance criteria, and best practices.

Required Qualifications

• Between 3 to 5 years of practical experience developing in C++.
• Overall 5 to 8 years of professional software development background.
• Strong grasp of object-oriented programming and software design principles.
• Experience with enterprise-level application development and support.
• Familiarity with both Windows and Linux operating systems.
• Experience working with APIs, system integrations, and data exchange protocols.
• Excellent analytical, troubleshooting, and problem-solving abilities.
• Capable of understanding and navigating complex business and technical workflows.
• Effective verbal and written communication skills.

Preferred Skills

• Hands-on experience with Murex (MX), especially Murex Flex integration.
• Background in financial markets technology, treasury, or capital markets.
• Knowledge of derivatives and structured financial products.
• Good understanding of pricing engines, valuation methods, and risk calculation techniques.
• Familiarity with risk measure concepts such as NPV, PV01, CS01, Delta, and Vega.
• Experience interfacing with quantitative libraries or pricing APIs.
• Exposure to products like FX Options, Interest Rate Swaps, Currency Swaps, FX TARNs, FX Accumulators, Callable Interest Rate Swaps, and Callable Credit Linked Interest Rate Swaps.