Job Details

Role: C++ Developer
Location: New York City, NY (Hybrid)

Project description
We are seeking a strong C++ Developer with deep Murex Flex experience to join the Front Office Equities Derivatives (EQD) Technology team. This role sits at the core of Front Office delivery, working at the intersection of Trading, Quantitative Modeling, and Technology.

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 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