Analytics Product Consultant - Financial Engineering

Murex; Paris; Sur place; EUR 65 000 - 95 000; Plein temps

Résumé du poste

Murex is seeking a Financial Engineer to join the Trading Instruments and Analytics Domain (TIA). You will work with a global team to design, validate and deliver MACS, a suite of derivatives analytics and risk models powering MX.3 software evolution.

As part of a cross-asset team, you will contribute to requirements, product roadmaps, and documentation, while leveraging Python and modern data science techniques to enhance validation, testing, and client-facing demonstrations.

Qualifications

• Strong academic background in a quantitative field (Computer Science, Engineering, Physics, or Mathematics).
• Financial mathematics knowledge is a plus.
• Fluent English; capable of working in multicultural environment.

Responsabilités

• Collaborate with financial engineers, consultants, quant analysts, and developers to evolve analytics.
• Support analytics product management: address client questions, analyze mispricing, and maintain documentation.
• Contribute to product validation, feature testing, and creation of test reports for customers.

Connaissances

Python

Analytical thinking

Communication in English

Multidisciplinary collaboration

Formation

Quantitative field degree (CS/Engineering/Physics/Math)

Description du poste

Team & Context

You will become a part of the Trading Instruments and Analytics Domain (TIA) which is at the heart of MX.3 software evolution, where you will become a member of the Financial Engineering team. Our multi-cultural team designs, validates and delivers Murex Advanced Analytics (MACS) which is a combination of rich catalogue of derivative products covering all asset classes, and a large set of models for evaluation and risk management of derivatives.

We work closely with the quant development and integration teams to enhance our products and models. We provide our quantitative expertise and collaborate with Front Office Trading teams like EQD, Non-Linear Rates, FXD, COM, etc. to build trading solutions. Similarly, we assist Client Services and regional offices across the globe to provide cutting-edge solutions for our clients.

As an illustration of subjects, the team is currently investing heavily in the evolution and deployment of the last generation of Stochastic-Local Volatility model for FX and equity derivatives powered by neural networks acceleration, as well as the Forward Market Model for the interest rates derivatives, but also on the modernization of the integration stack of our whole catalogue of analytics. We leverage our REST services based internal ecosystem for model validation, with access to market data, and MACS pricing Service, to conduct the large-scale model tests using python. And we would like to automate our products testing further using MX.3 last generation of public APIs.

Your missions / What you’ll do?

You will be working alongside financial engineers, consultants, quant analysts, model developers, model validators and product experts worldwide.

As a part of the cross-asset team, you will be contributing towards the common goal of the Analytics product management, more precisely:

• Product support:

• addressing client questions

• analysis of derivatives mispricing

• organizing corrective maintenance with development teams

• enhancement of product documentation

• Product evolution:

• analysis of client business requirements

• following market trends and establishment of the solution roadmap

• preparation of product specifications to address internal or client requirements

• validation of payoffs and models

• documentation & demonstration of the new functionalities

As a team member within an experienced agile team composed of consultants and developers, you will learn and participate by bringing context of requirements to developers, participate in new features testing, team demos and production of test reports for our customers.

Your profile / Who you are?

You are passionate about technology and financial mathematicsStrong academic background in a quantitative field (Computer Science, Engineering, Physics, Mathematics w/ understanding of stochastic processes)Financial mathematics background is a plusYou have strong analytical and problem-solving skillsYou can leverage a programming language (e.g. python) to enhance your productivityYou can efficiently communicate in multicultural environment: English is a mustIn each challenge you see an opportunity for growthYou can handle multiple projects in parallel and adapt to eventual emergencies

Why joining us?

Joining the Financial Engineering team will allow you to rapidly gain exposure to lots of different exotic products and models, learning market practices from the Murex experts and clients with plenty of opportunities to learnYou will ultimately become a cross-asset expert with an unparalleled exposure to financial products and their modelsYou will be working closely with the quant team, gaining invaluable insights on model development and evolutionYou will join a company with strong core values and a long-term vision supported by investment in peopleYou will be working in an environment which promotes collaboration, innovation, and growthYou have a chance to make a positive impact on the Trading solution with your propositions being delivered in MX.3 and used by large financial institutions across the world