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Software Engineer C++
il y a 3 semaines
Murex is a global fintech leader in trading, risk management and processing solutions for capital markets.
Operating from our 19 offices, 3 000 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.
Team & Context
We are looking for a motivated and intellectually curious C++ Developer to join the Volatility team, who will be working at the intersection of software engineering and quantitative finance.
The Market Data domain plays a central role in Murex's pricing and risk ecosystem. It is responsible for managing the full lifecycle of market data — from raw market prices to the transformed data used to evaluate trades and positions.
Our responsibilities include:
- Defining and interfacing with external and internal market data sources
- Orchestrating data loading, transformation, and storage in the Murex platform
- Managing real-time and scenario-based data impacts
- Providing public APIs and services to help clients interact with market data efficiently
We deliver robust frameworks that support evaluation, simulation, and impact analysis of market data across the system.
The Volatility team develops pricing modules based on implied Black-Scholes volatilities, enabling the valuation of a wide range of options products across all asset classes — including interest and inflation rates, commodities, equities, and FX options.
We manage the entire volatility processing chain:
- Data storage and retrieval
- Calibration and interpolation of volatility surfaces
- Risk computation, including Vega sensitivities
Our work spans both technical and financial challenges — from optimizing data exports and database performance to solving complex modeling and calibration problems.
Your missions
As a C++ Developer, your mission is to design, develop, and maintain high-performance software components that are robust, scalable, and efficient. You will work closely with product managers, architects, and other developers to deliver solutions that meet both functional and non-functional requirements.
Key responsibilities
- Design and implement new features and modules in modern C++
- Maintain and improve existing codebases, ensuring performance, reliability, and readability
- Write unit and integration tests to ensure code quality and prevent regressions
- Collaborate with team members, including QA, and product owners, to deliver new features and improved solutions
- Participate in code reviews, design discussions, and continuous improvement initiatives
- Optimize performance of critical components, especially in latency-sensitive or resource-constrained environments
- Document technical designs, APIs, and implementation details
Your profile
Graduated with a Master's degree in Software Development or Computer Science, with at least 3 years of prior experience in C++ within a banking or financial sector environment, and exposure to financial markets or quantitative modeling
Technical & Analytical Skills
- Solid understanding of object-oriented programming and modern C++ (C++17)
- Interest or experience in financial instruments, volatility modeling, or risk analytics
- Ability to work with mathematical concepts and translate them into efficient code
- Familiarity with version control tools (e.g., Perforce/Git) and unit testing frameworks is a plus
Soft Skills
- Strong problem-solving mindset and attention to detail
- Good communication skills, both written and verbal
- Ability to work collaboratively in a cross-functional team
- Willingness to learn, adapt, and grow in a fast-paced environment
- Proactive and solution-oriented attitude
