C++ Developer - Murex Flex / Front Office Quant Model Integration

Role: C++ Developer - Murex Flex / Front Office Quant Model IntegrationLocation: NYC, NY (Hybrid)Job Description: ResponsibilitiesDesign, develop, and maintain Murex Flex components using C++Integrate proprietary Quant pricing and risk libraries into Murex via Flex APIsPartner closely with Quant teams to understand model assumptions, limitations, and implementation requirementsEnsure robust interaction between Murex core, Flex extensions, and external Quant librariesSupport complex Front Office use cases including pricing, Greeks, sensitivities, and payoffsParticipate in UAT, model validation support, and production releases, including controlled rollout of changesDiagnose and resolve production issues related to Flex, pricing behavior, or model integrationContribute to platform stability, performance optimization, and risk reductionWork with QA, Release Management, and Production Support to ensure functional correctness and operational readinessAdhere to governance, change management, and Front Office risk controlsInteraction ModelDaily collaboration with Quant teams on model integration and enhancementsRegular interaction with Front Office Technology stakeholdersClose coordination with QA, Release, and Production Support teamsEngagement with external vendors (e.g., Murex) as required for model or platform changesSkills Must haveStrong, hands on C++ development experience in a production environmentExperience integrating Quant or pricing libraries into trading or risk platformsAbility to work directly with Quants and translate quantitative concepts into robust C++ implementationsStrong debugging and troubleshooting skills in Linux/Unix environmentsExperience supporting UAT and production environments in Front Office systemsStrong understanding of software quality, performance, and stability in risk sensitive platformsNice to haveExposure to Python (for prototyping, tooling, or Quant collaboration)Strong knowledge of Equity (particularly autocalls and structured products) or Fixed Income DerivativesUnderstanding of pricing models, Greeks, sensitivities, and risk calculationsExperience with Murex Flex (Flex libraries, APIs, integration patterns)Experience with performance sensitive or numerically intensive systemsExposure to GPU programming (CUDA, OpenCL, or similar) for computational acceleration