Analytics Product Consultant - Financial Engineering

MSA Murex S.A.S.; Paris; On-site; EUR 65,000 - 95,000; Full time

Job summary

Murex is seeking a highly motivated financial engineer to join the Trading Instruments and Analytics Domain. You will help evolve MACS models and analytics, collaborating with quant developers, validators and front-office teams across our global offices.

You will contribute to model validation, testing, and documentation, while leveraging Python and REST services to automate processes and improve product quality in a fast-paced, multinational environment.

Qualifications

• Strong quantitative academic background in CS/Engineering/Physics/Math.
• Proficiency in Python and analytical/problem-solving skills.
• Fluent English; ability to work in a multicultural environment.

Responsibilities

• Provide product support by addressing client questions and documenting fixes.
• Contribute to product evolution by analyzing client requirements and roadmaps.
• Validate payoffs and models; document and demonstrate new functionalities.

Skills

Quantitative background

Python programming

Analytical skills

Multicultural communication

Education

Degree in Computer Science/Engineering/Physics/Math

Tools

Python

Job description

Murex is a global fintech leader in trading, risk management and processing solutions for capital markets. Operating from our 19 offices, 3 400 Murexians from over 65 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world. Join Murex and work on the challenges of an industry at the forefront of innovation and thrive in a people-centric environment. You’ll be part of one global team where you can learn fast and stay true to yourself.

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 mathematics

• Strong academic background in a quantitative field (Computer Science, Engineering, Physics, Mathematics w/ understanding of stochastic processes)
• Financial mathematics background is a plus
• You have strong analytical and problem-solving skills
• You can leverage a programming language (e.g. python) to enhance your productivity
• You can efficiently communicate in multicultural environment: English is a must
• In each challenge you see an opportunity for growth
• You 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 learn You will ultimately become a cross-asset expert with an unparalleled exposure to financial products and their models You will be working closely with the quant team, gaining invaluable insights on model development and evolution You will join a company with strong core values and a long-term vision supported by investment in people You will be working in an environment which promotes collaboration, innovation, and growth You 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

Murex is a global fintech leader in trading, risk management and processing solutions for capital markets. Operating from our 19 offices, 3 400 Murexians from over 65 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world. Join Murex and work on the challenges of an industry at the forefront of innovation and thrive in a people-centric environment. You’ll be part of one global team where you can learn fast and stay true to yourself.