Junior Quantitative Engineer

Job ID:  39141
Location:  PARIS (FRA)

Murex is a global fintech leader in trading, risk management and processing solutions for capital markets.

Operating from our 19 offices, 2700 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. 



The team

The MACS team is responsible for the implementation of innovative and efficient cross-asset valuation methods (Equity, FX, Commodities, Credit and Fixed Income).

This includes on the one hand the understanding of standard models and the possible design of new models adapted to the needs of the market and on the other hand the implementation and maintenance of solutions (quantitative library, service...) allowing the calibration of models and the evaluation and calculation of risk measures (sensitivities, VaR, PFE, XVA...) of the various financial products.

Particular attention is paid to the accuracy of the various methods implemented and to the optimisation of calculation times, which requires the solutions to be adapted to the most innovative technologies (GPU for example).



Your missions/What you'll do?

In this environment, you will be responsible for :
- The maintenance and development of numerical methods specific to the valuation of financial products.
- The optimisation of different valuation methods (calibration, pricing, risk calculation) in terms of accuracy and calculation time according to the different technologies.
- Participation in the research and development of mathematical models for the evaluation and management of micro & macro risk of complex financial products.
- Maintenance and development of interfaces for the configuration and definition of financial products (market parameters, calibration basket, definition of financial products).



Your profile/Who are you?

You have an Engineering degree and/or a Master's degree (Bac+5) with a specialisation in mathematics applied to finance.
Your experience :
You are a recent graduate or have 1-2 years of experience in IT development. You have been able to evolve in a functional environment related to market finance, which has allowed you to acquire a good understanding of capital markets, modelling and associated methods.
You have strong C++ development skills, knowledge of Python and/or parallel computing is a plus.
Your personal qualities :
Your rigour, your taste for complex subjects, your enthusiasm, your knowledge of English and your international outlook are necessary for your success within our company.