Specialist Quant / Flex Developer - Murex

Responsibilities

• Develop and implement advanced quantitative models for pricing derivatives across various asset classes.
• Integrate new product types and pricing models within existing trading platforms.
• Develop and implement relevant pricing models based on product descriptions (choice of diffusion process, numerical integration method, etc.).
• Ensure integration with standard reports such as expiry, fixings, barriers monitoring, scenarios, value at risk, etc.
• Serve as the in-house expert on quantitative finance and derivatives modeling, providing guidance and support to trading and risk teams.
• Develop and maintain API integrations with exchanges to ensure near real-time STP (straight-through processing) of trades.
• Collaborate with Risk IT to optimize API calls for data production purposes such as scenarios or VaR
• Deliver tailored analytical tools and spreadsheets to the trading desks.

Key Relationships and Department Overview :

Key Relationships

Reporting Structure

Reporting directly to the Global Product Manager Derivatives

Equal Opportunity Employer

We are an Equal Opportunity Employer and take pride in a diverse workforce! We do not discriminate in recruitment, hiring, training, promotion or other employment practices for reasons of race, colour, religion, gender, sexual orientation, national origin, age, marital or veteran status, medical condition or handicap, disability, or any other legally protected status.

Job ID R-014136