Quant Developer - Murex Risk Framework 100% (f/m/d) - (Contract through our external payroll partner with immediate start for 12 months, with possible extension)
Julius Baer(1 month ago)
About this role
A Quantitative Development role at Julius Baer focused on advancing the bank's pricing and risk-management capabilities within the Murex platform. The position bridges front-office analytics and platform engineering to support FX and interest-rate product infrastructure and keep MX3.1 functionality current.
Required Skills
- Murex
- Flex API
- Murex MX3.1
- C++
- Scala
- Risk Management
- Pricing
- Quant Development
- FX Derivatives
- IR Derivatives
+3 more
Qualifications
- Master's Degree in Quantitative Finance, Computer Science, or Related Field
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