Title: Senior Java Murex Developer
Location: New York City NY – Hybrid (50% onsite / 50% remote)
Duration: 12+ months
Location: New York City NY – Hybrid (50% onsite / 50% remote)
Duration: 12+ months
What the client is looking for:
They need a hands-on Java/Python developer with strong Equity Derivatives experience who has worked closely with traders and quantitative teams.
They need a hands-on Java/Python developer with strong Equity Derivatives experience who has worked closely with traders and quantitative teams.
The candidate should have:
Strong Java development, this is the primary skill.
Good Python experience, especially for quantitative/market-data work.
Strong experience with Equity Derivatives, including options, swaps, volatility, pricing, and risk.
Understanding of option pricing, Greeks, implied volatility, volatility smile/skew, and volatility surfaces.
Experience with volatility fitting, calibration, optimization, interpolation/extrapolation.
Experience with Murex APIs and preferably Bloomberg BPIPE.
Strong REST APIs, distributed systems, event-driven architecture, SQL, and enterprise integrations.
Experience supporting Front Office trading/pricing applications.
Strong production support/debugging experience, including Level 3 support.
Strong Java development, this is the primary skill.
Good Python experience, especially for quantitative/market-data work.
Strong experience with Equity Derivatives, including options, swaps, volatility, pricing, and risk.
Understanding of option pricing, Greeks, implied volatility, volatility smile/skew, and volatility surfaces.
Experience with volatility fitting, calibration, optimization, interpolation/extrapolation.
Experience with Murex APIs and preferably Bloomberg BPIPE.
Strong REST APIs, distributed systems, event-driven architecture, SQL, and enterprise integrations.
Experience supporting Front Office trading/pricing applications.
Strong production support/debugging experience, including Level 3 support.
Ideal Candidate Profile:
Java Developer + Equity Derivatives + Quant/Volatility + Murex + Bloomberg BPIPE The candidate does NOT need to be a Quant Researcher, but they must understand the quantitative concepts well enough to develop, integrate, test, and support pricing and volatility applications.
Java Developer + Equity Derivatives + Quant/Volatility + Murex + Bloomberg BPIPE The candidate does NOT need to be a Quant Researcher, but they must understand the quantitative concepts well enough to develop, integrate, test, and support pricing and volatility applications.
Important:
Must have 8+ years of experience.
Must have financial services + Equity Derivatives experience.
Must be comfortable working with traders, Quant Developers, BAs, Murex teams, and Production Support.
Must have 8+ years of experience.
Must have financial services + Equity Derivatives experience.
Must be comfortable working with traders, Quant Developers, BAs, Murex teams, and Production Support.