Qaunt developer

Hybrid in New York, NY, US • Posted 30+ days ago • Updated 11 days ago
Full Time
Hybrid
$100,000 - $200,000/yr
Company Branding Image
Fitment

Dice Job Match Score™

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Job Details

Skills

  • c++
  • quant

Summary

  • Design, develop, and maintain Murex Flex components using C++
    Integrate proprietary Quant pricing and risk libraries into Murex via Flex APIs
    Partner closely with Quant teams to understand model assumptions, limitations, and implementation requirements
    Ensure robust interaction between Murex core, Flex extensions, and external Quant libraries
    Support complex Front Office use cases including pricing, Greeks, sensitivities, and payoffs
    Participate in UAT, model validation support, and production releases, including controlled rollout of changes
    Diagnose and resolve production issues related to Flex, pricing behavior, or model integration
    Contribute to platform stability, performance optimization, and risk reduction
    Work with QA, Release Management, and Production Support to ensure functional correctness and operational readiness
    Adhere to governance, change management, and Front Office risk controls

    Interaction Model
    Daily collaboration with EQD Quant teams on model integration and enhancements
    Regular interaction with Front Office Technology stakeholders
    Close coordination with QA, Release, and Production Support teams
    Engagement with external vendors (e.g., Murex) as required for model or platform changes
  • Strong, hands on C++ development experience in a production environment
    Experience integrating Quant or pricing libraries into trading or risk platforms
    Ability to work directly with Quants and translate quantitative concepts into robust C++ implementations
    Strong debugging and troubleshooting skills in Linux/Unix environments
    Experience supporting UAT and production environments in Front Office systems
    Strong understanding of software quality, performance, and stability in risk sensitive platforms
  • Exposure to Python (for prototyping, tooling, or Quant collaboration)
    Strong knowledge of Equity Derivatives, particularly autocalls and structured products
    Understanding of pricing models, Greeks, sensitivities, and risk calculations
    Experience with Murex Flex (Flex libraries, APIs, integration patterns)
    Experience with performance sensitive or numerically intensive systems
    Exposure to GPU programming (CUDA, OpenCL, or similar) for computational acceleration
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.
  • Dice Id: newageny
  • Position Id: 8911462
  • Posted 30+ days ago

Company Info

About Luxoft USA Inc

A leading global digital strategy and software engineering firm providing bespoke technology solutions that drive business change. Part of U.S. IT services company DXC Technology.

As one of the key locations for the company, Luxoft USA participates in a range of global
projects for the world's largest brands. We work on challenging projects in automotive,
banking and capital markets (BCM) and cross-industry solutions. Our services enable
companies to optimize their workflows, provide reliable support to existing algorithms, and
make new innovative products.

We empower our clients with deep domain knowledge and smart solutions as we develop the software of the future across diverse areas of everyday life. If you are an experienced professional who values teamwork, pioneering technology and innovation, then Luxoft USA is the place to be.

You will work in a highly motivated team of professionals with access to the latest technologies, methods, techniques and tools to keep you focused on tech and development innovations.

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