Description
My client are currently looking for a Murex Flex API Developer for a 3 months contract in Copenhagen, Denmark.
Task:
You will be responsible for developing low latency solution for Murex FXO pricing by connecting to external libraries - both running on grid and as local libraries. Our project FXO product Development has created a prototype, which have been tested and found out that there are performance issues which will require actions as the next step. This is both in the way the grid is being used and possibly considering as an alternative to use local libraries. It's assumed the project to continue further and create a framework for fast implementation of external models. The work will be done as team work with quants and IT resources.
Required skills:
Murex Flex API
C++
DataSynapse Grid knowledge
FX Option pricing knowledge
If you feel that you meet the requirements, then please apply now!