Quantitative Developer (FX Options / Commodities)

  • Standort

    London, England

  • Branche:

    Banken & Finanzen

  • Vertragsform:


  • Gehalt:


  • Kontakt:

    Phoebe Cheung

  • E-Mail:


  • Referenznummer:

    PCH - Risk_1612870035

  • Online:

    seit 8 Monaten

  • Dauer:

    12 months

  • Ablaufdatum:


  • Start:


  • Berater:



  • Development and extension of existing MXG Flex libraries to support Murex 3.1 Global, e.g. integrate new risks, new models, new products
  • Development and extension of existing VOL API and Market Operations Services
  • Extension of existing flex libraries to support Murex 3.1 Turkey
  • Improve reconciliation process
  • Integrate PTSs (MXG 3.1 & Apollo) with Quant Pricing infrastructure to utilise live pricing and scenario capabilities via Flex API for all IR, MMK and FX & Metal Options products
  • To provide rapid fixes to any issues identified in the Flex layer
  • Integrate PTSs (MXG 3.1 & Apollo) with Market Data, and Discounting multi curves between PTS Market Data API and Quant Pricing Infrastructure
  • Integrate the IBOR curves (Libor replacement) into the PTS to enable multi curve pricing


  • Murex 3.1 knowledge of multi curves
  • FXO and Commoditiy Derivative experience essential
  • MXG Flex experience essential
  • MxML and FpML knowledge required
  • Knowledge of Jekins or another build deployment tools preferable
  • Knowledge of the standard pricing models used for pricing and risk in the investment banking industry
  • C++ experience

For more details, please send your CV to phoebecheung@taylorroot.com

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