Quantitative and Product Financial Analyst

Murex is a global fintech leader in trading, risk management and processing solutions for capital markets. Operating from our 19 offices, 2 700 Murexians from over 60 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world.

Join Murex and work on the challenges of an industry at the forefront of innovation and thrive in a people-centric environment.

You’ll be part of one global team where you can learn fast and stay true to yourself.

Team and context

You will become a part of the Front Office Trading Product Development Domain (PDD) which is at heart of MX.3 software evolution, where you will integrate the Financial Engineering team. Our multi-cultural team designs, validates and delivers Murex Advanced Analytics (MACS) which is a combination of rich catalogue of derivative products covering all asset classes, a large set of models for evaluation and risk management of derivatives. We work closely with the quant development and integration teams to enhance our products and models. We provide our quantitative expertise and collaborate with FO Trading PDD teams like EQD, Non-Linear Rates, FXD, COM, etc. to build trading solutions. Similarly, we assist Client Services and regional offices across the globe to provide cutting edge solutions to our clients.

Your missions/What you'll do

You will be working alongside financial engineers, consultants, quant analysts, model developers, model validators and product experts worldwide.

Your principal mission would be product management of the Interest Rates Derivatives (IRD) solution, more precisely :

Product support:

o addressing client questions

o analysis of derivatives mispricing

o organizing corrective maintenance with development teams

o enhancement of product documentation

o internal trainings and expertise sharing

Product evolution:

o analysis of client business requirements

o following market trends and establishment of the solution roadmap

o preparation of product specifications to address internal or client requirements

o validation of payoffs and models

o documentation & demonstration of the new functionalities

You will be part of the team which shapes the future of Interest Rate Derivatives solution addressing LIBOR transition reform; more precisely, you will be working on enrichment of IR derivatives catalogue with Risk Free Rates-linked products and on validation of the Forward Market Model.

Your profile/Who you are

o Passionate about technology and financial mathematics and strong academic background in a quantitative field (Computer Science, Engineering, Physics, Mathematics w/ understanding of stochastic processes)

o Financial mathematics background is a plus

o 0-2 years of experience

o Strong analytical and problem-solving skills

o English is a must

o At ease working autonomously or as a part of a team ·

o Ability to handle multiple projects in parallel and adapt to eventual urgencies ·

o Ability to leverage a programming language (e.g. python) to enhance your productivity