C++ Developer - Murex Flex

Job Title: C++ Developer - Murex Flex (Front Office Technology)

Location: Midtown NYC


Type: Contract

Job Description

Role Overview


We are seeking a highly skilled C++ Developer with deep Murex Flex experience to join the Front Office Technology team . This role operates at the intersection of Trading, Quantitative Modeling, and Technology , playing a critical part in delivering robust, production-grade solutions.


The primary focus will be to industrialize and support proprietary quantitative models and analytics within Murex , leveraging the Flex framework and APIs. The role demands strong expertise in production stability, performance optimization, and controlled change management in a high-risk Front Office environment (e.g., autocalls, structured products).


You will collaborate closely with Quantitative Analysts, Front Office Technology teams, and Release/Support functions to ensure models are accurately integrated, validated, and production-ready.

Key Responsibilities

• Design, develop, and maintain Murex Flex components using C++
• Integrate proprietary quant pricing and risk libraries into Murex via Flex APIs
• Partner with Quant teams to understand model assumptions, limitations, and implementation requirements
• Ensure seamless interaction between Murex core, Flex extensions, and external libraries
• Support Front Office use cases including pricing, Greeks, sensitivities, and payoff calculations
• Participate in UAT, model validation, and production releases , ensuring controlled rollouts
• Diagnose and resolve production issues related to pricing behavior, Flex, and model integration
• Drive platform stability, performance optimization, and risk reduction initiatives
• Collaborate with QA, Release Management, and Production Support for 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 engagement with Front Office Technology stakeholders
• Close coordination with QA, Release Management, and Production Support teams
• Interaction with external vendors (e.g., Murex) for platform or model-related changes

Required Skills (Must Have)

• Strong hands-on experience in C++ development within a production environment
• Experience integrating quantitative/pricing libraries into trading or risk systems
• Ability to work closely with Quants and translate mathematical models into robust code
• Strong debugging and troubleshooting skills in Linux/Unix environments
• Experience supporting UAT and production systems in Front Office environments
• Deep understanding of performance, stability, and software quality in risk-sensitive platforms

Preferred Skills (Nice to Have)

• Exposure to Python (for prototyping, tooling, or Quant collaboration)
• Knowledge of Equity derivatives (especially autocalls, structured products) or Fixed Income derivatives
• Understanding of pricing models, Greeks, sensitivities, and risk calculations
• Hands-on experience with Murex Flex (libraries, APIs, integration patterns)
• Experience working on performance-intensive or numerically complex systems
• Exposure to GPU programming (CUDA, OpenCL, or similar) for computational acceleration