Project description
Hybrid (2-3 days a week) in Midtown NYC
We are seeking a strong C++ Developer with deep Murex Flex experience to join the Front Office Technology team. This role sits at the core of Front Office delivery, working at the intersection of Trading, Quantitative Modeling, and Technology.
The primary responsibility is to industrialize and support proprietary Quant models and analytics within Murex, using the Flex framework and APIs. The role is heavily focused on production grade delivery, platform stability, and controlled change in a high risk Front Office environment (e.g., autocalls, structured products).
The developer will work closely with Quants, Front Office Technology, and Release/Support teams to ensure models are correctly integrated, performant, validated, and production ready.
Salary for New York Hybrid - 00 USD depending on experience and interviews
Responsibilities
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 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
Skills
Must have
Strong, hands on C++ development experience in a production environment
Experience with Murex Flex (Flex libraries, APIs, integration patterns) and/or to GPU programming (CUDA, OpenCL, or similar) for computational acceleration
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
Nice to have
Exposure to Python (for prototyping, tooling, or Quant collaboration)
Strong knowledge of Equity (particularly autocalls and structured products) or Fixed Income Derivatives
Understanding of pricing models, Greeks, sensitivities, and risk calculations
Experience with performance sensitive or numerically intensive systems
Other
Languages
English: B2 Upper Intermediate
Seniority
Senior
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: 10335530
- Position Id: e57d238f04523fc911ea19ce711f10b7
- Posted 1 hour ago
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