Job offer
Quant Developer - Murex Risk Framework 100% (f/m/d)
The Julius Baer Group is looking for a Quant Developer for the Murex Risk Framework with at least 3 years of experience in quantitative development and strong knowledge of Murex, C++, and Scala. The job is advertised as a 12-month contract with the possibility of extension in Zurich.
Tasks
- Troubleshooting complex technical challenges to minimize downtime and optimize system performance
- Stay up to date with vendor releases and new features, and leverage these improvements to achieve peak performance.
Your requirements
- Master's degree in quantitative finance, computer science, or a related field
- 3+ years of experience in quantitative development with strong exposure to FXD and IRD products
- Proven expertise in the Murex Flex API (Stream, Vol, FX)
- Deep understanding of Murex MX3.1 components, including risk views, pre-trade, PLVAR, RBPL, etc.
- Strong programming skills in C++ and Scala
- Excellent communication and collaboration skills in English, with experience in agile development
We offer
No information available.Job details