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 who can solve complex technical challenges and optimize the system. The ideal candidate will have a master's degree in quantitative finance or computer science and at least 3 years of experience in quantitative development with Murex products.

Zurich

Julius Baer Group Ltd.

100%

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

Original job description

Job details

Found on:

February 3, 2026

Employer:

Julius Baer Group Ltd.

job percentage:

100%

Place of work:

Zurich

Place found on:

https://juliusbaer.wd3.myworkdayjobs.com/en-US/External/job/Zurich/Quant-Developer---Murex-Risk-Framework-100---f-m-d-----Contract-through-our-external-payroll-partner-with-immediate-start-for-12-months--with-possible-extension-_r-17499-1

About the employer:

The Julius Baer Group is a Swiss private bank.

It was founded in Zurich in 1890.

The focus is on international wealth management.

Today it is regarded as a leading provider in private banking.

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