STAGE 3A - DEV C++ - Redesign the architecture of fx option trades pricing H/F

Job ID:  39763
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 :

 

For this internship, you will join the Forex exchange derivatives development team which is responsible for currency option products (vanilla, barrier, asian, basket, etc.).

It manages the entire life cycle of these products (valuation, booking, risk scenario, calculation of derivatives, reporting, market operations, etc.).

The team is working in Scrum mode, with continuous integration based on automated quality gates.

The outcome of the internship will be put in production and used by all our clients.

You will evolve in a dynamic team of 8 developers, in a challenging and professional context. Following the internship, you will be familiar with the development in a professional environment, the pricing of foreign exchange products, Agile/Scrum, Jenkins pipelines, google tests, ...

 

Missions :

 

The pricing of fx options uses a generic tool called e-tradepad which is the most complex among the products traded by Murex in terms of reactions.

This module suffers from a weak orchestration, and a lack of testability and resilience. As a result, the maintenance as well as the evolution of this module are costly.

Hence the need to completely review the design of this module, in order to better materialize the reactions between the different pricing impacts, and to allow the implementation of exhaustive unit tests.

 

Milestones :

 

The development will go through the following path : 
- Onboarding phase
- Brainstorming
- Architecture design
- Discussion and challenging of this design
- Implementation of the test strategy
- Implementation of the new architecture in C++ including the unit tests and automated integration in Jenkins pipelines.
- Documentation

 

Profil :

 

3rd year student in Computer Science;

 

  • Good knowledge in C++ language
  • Interested in functional aspects of Finance market
  • Interested in Software engineering ("clean code", resilience, continuous integration)
  • Able to work in an Agile and highly collaborative context