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Murex is a recognized global leader in software development for the financial markets industry (trading, risk management and processing). Every day banks, asset managers, corporations and utilities, across the world, rely on Murex people and Murex solutions to support their capital markets activities. Our motto "pioneering again" sums it all up: since its creation, Murex has reinvented itself time and again to adapt to capital markets revolutions – each time offering innovative software solutions to the industry.
Over 2300 specialists are located around the world in the Americas (New York, Toronto, Sao Paulo, Santiago), EMEA (Paris, Luxembourg, Moscow, Dublin, London, Beirut, Dubai) and APAC (Singapore, Beijing, Hong Kong, Seoul, Sydney, Tokyo).
We are looking for a Consultant/Financial Engineer to join our XVA/PFE Analytics team based in Paris, working as a quantitative analyst.
The team is a part of the Product Development Division (PDD), responsible for designing and supporting our XVA/PFE analytics solutions, which consist of cross asset pricing & risk factors simulation models.
You will be working alongside other financial engineers/consultants, quant analysts, model developers and product experts.
Key responsibilities include:
Work with MACS (model development team) to evolve and maintain XVA/PFE analytics solutions
Gather business requirements and review specifications for development of new payoffs and models
Conduct review of developers' technical documentation to assess theoretical justification and methodologies
Write validation reports for the newly developed payoffs and models following independent tests
Support CES (Customer Evolution Services) teams for existing and new clients globally
Support model validation activities internally/externally
Give internal trainings related to XVA/PFE analytics
Maintain and update documents related to XVA/PFE analytics module including models/payoffs and their implementation details to the MX platform.
Key Qualifications and Skills:
Strong academic background in a quantitative field (computer science, mathematics, physics or engineering)
Solid written and verbal communications skills
Very good analytical skills, with an excellent knowledge of stochastic calculus
Self-starter and Proactive
Creativity and problem-solving skills in individual, team and collaborative settings
Ability to multi-task across multiple assignments
Good to have
Good working knowledge of Python or R
Experience in financial derivatives pricing, financial risk management, XVA/PFE