C++ / Python Macs Software Engineer H/F

Ref : JRQ$-26301

Paris

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Job description

Murex is a recognized global leader in software development for trading, risk management and processing. Everyday banks, asset managers, corporations and utilities, across the world, rely on Murex people and Murex solutions to support their capital markets activities. Our motto “pioneering again” sums it all up: since its creation, Murex has reinvented itself time and again to adapt to capital markets revolutions – each time offering innovative software solutions to the industry. 

 

Over 2300 specialists are located across our 17 offices: Beijing, Beirut, Dubai, Dublin, Hong Kong, London, Luxembourg, Moscow, New York, Paris, Sao Paulo, Santiago, Seoul, Singapore, Sydney, Tokyo, and Toronto. 

 

Team Description:

The MACS team is in charge of implementing efficient evaluation methods and risk measures for financial products. It is a cross assets team (Equity, Fx, Rates, Commodities and Credit) which understand, implement and maintain standard modelizations as well as more innovative ones to fit market needs.

 

Macs analytics are used in MX platform for real time portfolio management (model calibrations, product prices and sensitivities) and risk management (XVA, VaR or PFE). Specific care is put on producing precise and reliable results in a timely manner, which leverage on modern technologies (GPU computing for example).
 

Your missions:

Macs models are also exposed using a REST service developed mainly in Python and deployed either on public cloud (AWS) or Murex private clusters. “Macs as a service” is a simpler and more efficient way to call our internal C++ library, either in regulatory context (such as MVA) or for model validation purposes (ex: assessing the calibration fit or stability).

 

Inside the Murex quant team, you will join the team responsible of implementing, setting up and maintaining our analytical service. The team’s missions are that our REST service is highly available, scalable and performant both in the cloud and on premise. But also, to experiment and adopt latest technics or technologies (web services, software or hardware “innovative watch”). You will also be in charge of the “continuous integration” infrastructure (Jenkins) of the team. There is an active CI community in Murex available for help.

 

We are applying standard agile methodologies (scrum / SaFe) and you will interact with other teams in Murex (both technical and functional). No quant finance skills or financial knowledge are necessary. Major part of the coding activity will be done in Python and C++. Experiences with REST services, clouds (AWS, Microsoft Azure), web application and Unix are a plus.

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