Main Purpose:

We are seeking a Specialist Quant/Flex Developer to be responsible for the overall integration of the Murex trading platform. The ideal candidate will have extensive experience with the Murex Flex module and a solid background in quantitative finance and programming. This role will involve integrating new product types, implementing relevant pricing models, and ensuring seamless integration with various systems and reports.

Knowledge Skills and Abilities, Key Responsibilities:

Education:

• Advanced degree or equivalent experience in Quantitative Finance, Financial Engineering, or related field.

Experience:

• Minimum of 10 Years of experience in derivatives modeling across various asset classes.

• Demonstrable experience in integrating and developing on the Murex platform, specifically using the Flex module.

Technical Skills:

• Solid understanding of stochastic processes, numerical methods and option valuation models.

• Proficiency in low-level programming languages such as C++ and Java.

• Experience with API integration and optimization techniques.

Additional Skills:

• Excellent analytical and problem solving skills.

• Outstanding communication skills, both written and verbal.

• Ability to work independently and as member of a team in a fast-paced environment.

• Familiarity with financial products and trading processes.

Preferred Qualifications:

• Prior experience in a commodity trading environment.

• Experience with the Murex Platform and Murex Flex Modules.

• Certification in relevant financial modules or systems

Key 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

• Trading IT

• Risk Technology

• Traders

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.