Quant Developer - Murex Risk Framework 100% (f/m/d) - (Contract through our external payroll partner with immediate start for 12 months, with possible extension)

At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let’s shape the future of wealth management together.

IHRE AUFGABEN

• Design and develop advanced pricing and risk management tools, ensuring precision, scalability, and efficiency

• Enhance the Murex risk framework by leveraging Flex Modules and integrating proprietary analytics

• Deliver high-performance, reliable services that meet rigorous business and technical standards

• Partner with traders and sales teams to implement innovative solutions that drive business growth

• Continuously improve risk management systems and processes through proactive optimization

• Provide expert analytical support to front-line teams, diagnosing and resolving production issues swiftly

• Troubleshoot complex technical challenges, minimizing downtime and optimizing system performance

• Stay ahead of vendor releases and new functionalities, incorporating enhancements to maintain cutting-edge capabilities

YOUR PROFILE

• Master’s degree in quantitative finance, Computer Science, or a related field

• 3+ years of experience in quantitative development with strong exposure to FXD and IRD products

• Proven expertise in the Murex Flex API (Stream, Vol, FX)

• Deep understanding of Murex MX3.1 components, including risk views, pre-trade, PLVAR, RBPL, etc.

• Strong programming skills in C++ and Scala

• Excellent communication and collaboration skills in English, with experience in agile development environments

We only consider candidates who can start immediately.

We are looking forward to receiving your full job application through our online application tool. Further interesting job opportunities can be found on our Career site .

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