PES - Trading Instruments and Analytics Domain - Financial Engineering – Analytics
Murex
البسطة التحتا, محافظة بيروت, لبنان
Contract
Competitive
OfficeManager
Murex is a global fintech leader in trading, risk management and processing solutions for capital markets.
Operating from our 19 offices, 3 400 Murexians from over 65 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.
You will become a part of theTrading Instruments and AnalyticsDomain (TIA) which is attheheart of MX.3 software evolution,where youwill become a member ofthe Financial Engineering team.Our multi-cultural teamdesigns,validatesand delivers Murex Advanced Analytics (MACS) which is a combinationofrichcatalogueof derivative productscovering all asset classes, and alarge set of models for evaluation and risk managementof derivatives.
We work closely withthequantdevelopment and integration teamsto enhance ourproducts and models. Weprovideourquantitativeexpertiseand collaborate withFrontOfficeTradingteams like EQD, Non-LinearRates, FXD, COM, etc. to build trading solutions.Similarly, weassistClient Services and regional offices across the globe to providecutting-edgesolutionsforour clients.
As an illustration of subjects, the team is currentlyinvestingheavily inthe evolution and deployment of thelast generation ofStochastic-Local Volatility modelforFX andequityderivativespowered by neural networks acceleration,as well astheForward Market Model for theinterest rates derivatives, but also on the modernization of the integration stack of ourwholecatalogue ofanalytics.WeleverageourREST servicesbasedinternalecosystemfor model validation,withaccess to market data, and MACSpricingService,to conductthe large-scale model tests using python.And we would like to automateour products testing further usingMX.3 lastgeneration ofpublicAPIs.
You will be working alongside financial engineers,consultants, quant analysts, model developers, modelvalidatorsand product expertsworldwide.
As a part of the cross-asset team, you will be contributing towards the common goalof theAnalyticsproduct management, more precisely:
Product support:
addressing client questions
analysis of derivatives mispricing
organizing corrective maintenance withdevelopment teams
enhancement of product documentation
Product evolution:
analysis of client business requirements
following market trends andestablishment ofthesolutionroadmap
preparation ofproductspecificationsto address internal or client requirements
validation of payoffs and models
documentation & demonstration of the new functionalities
As ateammemberwithinan experiencedagileteamcomposed of consultants and developers,youwilllearnandparticipatebybringingcontext ofrequirementstodevelopers,participateinnewfeatures testing,teamdemosandproduction of test reports for our customers.
You are passionate about technology and financial mathematics
Strong academic background in a quantitative field (Computer Science,Engineering,Physics, Mathematics w/ understanding of stochastic processes)
Financial mathematics background is a plus
You have strong analytical and problem-solving skills.
You canleveragea programming language (e.g.python) to enhance your productivity.
You can efficiently communicate in multicultural environment:English isa must.
In eachchallengeyou see an opportunityforgrowth.
You can handlemultiple projects in paralleland adapt toeventualemergencies.
Joining the Financial Engineering team will allow you to rapidly gain exposure to lots of different exotic products and models, learning market practices from the Murex experts and clients with plenty of opportunities to learn.
You willultimatelybecomeacross-assetexpertwithan unparalleledexposure to financial products and their models.
You will be working closely withthequantteam,gaining invaluable insightsonmodel development and evolution.
You will join a companywithstrong core values and a long-term vision supported by investment in people.
You will be working inanenvironmentwhich promotes collaboration, innovation, and growth.
You have a chance to make a positive impact on the Trading solution with your propositions beingdeliveredin MX.3 and used bylargefinancial institutions across the world.