STAGE 3A - DEV JAVA/C++ - Improvement of the Market Data Service architecture H/F

Job ID:  40722
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 :

 

The Market Data Calculation Chain team oversees the lifecycle and calculation of the market data (volatility, rate curve, securities…) in the whole MX platform.

 

 As a prime gateway to the market data domain, our team plays an integral part in building a new generation of cloud-based micro-services. We serve various business solutions spanning from Front-Office use cases such as real-time portfolio management to enterprise risk management with the FRTB or the xVA. In addition to a rich functional environment, this central position in the platform makes us aware of technical challenges such as high-availability, distributed services, and operability to provide our clients with consistent views on their positions and their exposition to market risks with a maximum efficiency.

 

 As a central piece of the MX platform, it requires high adaptability capabilities on both functional and technical aspects.

 We develop in both Java and C++.

 

Our day-to-day includes:

  • Understand, design, and implement new features
  • Participate in the architecture of the product with respects to scalability
  • high-availability and high-volume constraints
  • Optimize and distribute large amounts of calculations, on a grid or in the cloud
  • Rewrite modules using the latest technologies
  • Chaos engineering
  • Performance testing
  • Communicate with Asset teams and solution teams on the current design

 

Missions:

 

You will join our Market Data Calculation Chain team for the Market Data Service project. The Market Data Service is the core service of the new generation of products we work on to provide a public API for the calculation of market data.
Trading on markets implies a low-latency and highly available service.  But also, the maintainability and our time-to-market are key criteria for the MDS.
In this context, as a part of a proof of concept, we would like to improve the maintainability and our time-to-market by migrating to a new architecture without impacting the performance of the MDS.

 

With the help of a senior team member, you will be in charge of the design of the new architecture and then the implementation of the solution.

The internship will focus on two main parts:

 

This internship comes with multiple challenges:

  • Migrating the storage to a Json-based database.
  • Moving the solution to an event streaming platform to dispatch efficiently market data calculation tasks to the backends (Kafka for instance). 
  • Understand the market data service and the market data calculation chain.
  • Interact with architects and senior developers to design an efficient distribution algorithm to optimize the calculation tasks on backends.
  • Interact with architects and senior developers to study and implement a new data model.
  • Benchmarking the new solution

 

Profil :

 

 

Who you are:

  • Last year of studies (3A)
  • Programmatic knowledge in a backend language (C++, Java, Python ...)
  • Willingness to learn a front-end framework (Angular, React, ...)
  • Curiosity and willingness to discover financial markets (no knowledge required) 
  • Good communication skills 
  • Teamwork and cross group collaboration 
  • Autonomy and creativity 
  • Clean and reliable code 

 

Bonus points:

  • Experience with distributed systems
  • Experience with CI (Jenkins) 

 

Why you should join us:

  • A multicultural community united and passionate
  • Complex challenges
  • Continuous training
  • Opportunity to participate in many events (Tech-Talks, Meetups, CppCon, CodeOne, Devoxx...)
  • Glassdoor top ten French employer