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Luxoft Malaysia Sdn. Bhd. in a Global Markets setting is seeking a mid-level C++ developer to join our pricing and risk integration team.
You will develop and maintain Murex MX and Murex Flex integrations, extract trade and market data, and collaborate with Quant Analysts, Front Office, Risk, and Technology to deliver robust solutions on Windows and Linux. The role requires strong OO design, API experience, and a problem-solving mindset, with emphasis on performance, testing, deployment, and
The role offers exposure to trading systems, quantitative modelling, pricing engines, and financial products within a Global Markets environment.
Develop and maintain C++-based integrations between Murex and proprietary Quant pricing libraries.
Implement and support Murex Flex integrations for pricing and risk calculations.
Extract trade, static data, market data, and configuration information from Murex.
Integrate with Quantitative Analytics APIs to obtain NPV / Mark-to-Market (MTM), Risk measures such as PV01, CS01, Delta, Vega, etc.
Process and publish pricing and risk results back into Murex and related downstream systems.
Work closely with Quantitative Analysts, Front Office users, Risk teams, and Technology teams to analyze requirements and deliver solutions.
Investigate and resolve pricing, valuation, and integration issues.
Participate in testing, deployment, production support, and platform enhancements.
Ensure solutions are developed according to coding standards, performance requirements, and best practices.
3 to 5 years of hands-on C++ development experience.
5 to 8 years of total professional software development experience.
Strong understanding of object-oriented programming and software design principles.
Experience developing and supporting enterprise applications.
Familiarity with both Windows and Linux environments.
Experience working with APIs, system integration, and data exchange frameworks.
Strong analytical, troubleshooting, and problem-solving skills.
Ability to understand and work with complex business and technical workflows.
Strong verbal and written communication skills.
Experience with Murex (MX), particularly Murex Flex integration (preferred).