C++ Developer - Murex Flex / Front Office Quant Model Integration

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 - 100000-200000 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