Murex Quantitative Engineer - Murex Quant Engineer

First Derivative, an EPAM company, is a global leader in consulting, business services and technology. We are the home for diverse thinkers and innovators. We know that our people are vital to our success and we are proud of the diverse and vibrant team we have built across the globe. With around 2000 employees globally, we are committed to hiring top talent, creating an environment where they can thrive, and recognizing and rewarding their dedication as they progress within the company.

To meet the growing demand for our First Derivative services, we are looking to hire a Murex Quant Engineer to work on a major Murex project with one of our key clients!

Requirements:

• Strong Murex Quantitative background
• Strong understanding of Murex trade booking and trade lifecycle
• Understanding of Market Data set up and validation of curves within Murex - configuration of rate curves and calibration
• Good understanding of valuation models in Murex - configuring pricing models in Murex, mapping correct rate curves
• Good understanding of sensitivities measure
• Experienced with ALM activities
• Good understanding of Murex Data flow process
• Strong knowledge and experience in rate curve constructions and interpolation methods.
• Good knowledge of various asset classes and products such as FX, Fixed Income, Equities etc

About us:

We’re a leading provider of products and consulting services to the capital markets industry, with around 2000 staff globally. First Derivative is a provider of high-performance time series database software to a variety of industries as well as regulatory and IT consulting services to the capital markets industry. The combined proposition gives FD a differentiated offering within capital markets, an industry increasingly challenged by regulation and data management

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