STAGE 3A - DEV C++ - Extend Scenario service API H/F

Job ID:  39822
Location:  PARIS (FRA)

 

Murex is a global fintech leader in trading, risk management, and processing solutions for capital markets. Operating from our 19 offices, 2,500 Murexians from over 60 different nationalities ensure the development, implementation, and support of the MX.3 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.

 

 

Context :

 

As an intern you will get a unique opportunity to integrate the Murex software development factory where you will: 

  • Join a cross functional agile team within the Murex development factory, and apply the Murex standard agile ceremonies (planning, demos, retrospectives)  
  • Be exposed to the full product development life cycle of a market leader software house. 

 

Learn key aspects: 

  • Discover basis of financial risk management
  • Clean code principles (SOLID, TDD and design patterns) 
  • Software development best practices applied to the Murex code line: continuous integration, automation pipelines, static code analysis, security code analysis. 
  • Agile development frameworks: SCRUM, SAFe 
  • Initiation to market standards tools of application life cycle management mandatory for professional software development 
  • Source code management : GIT, Perfoce 
  • Pipeline and test Automation: Jenkins 
  • Issue tracking : Atlassian Jira 

 

Missions :

 

To capture the risk on positions taken by traders the risk manager can generate scenarios. Scenarios represent variations of the market-data observed across past years.

 

You will have to understand the basis of the monte carlo scenario generation in order to expose it through a convenient REST API written in java;

  • Extract functional component with a RPC api in the C++ code
  • Add the vcv / monte-carlos components in the Java REST api forwarded to the RPC api
  • Explore parallelization of the generation with multiple processes orchestration
  • Explore/enrich the scripting interface and or the web ui that will consume the REST API

 

Profil :

 

  • 3rd year bachelor or master’s degree in computer science 
  • Familiar with C++/JAVA languages
  • Familiar with REST API
  • Good communication and collaboration skills