C++ Developer - trading systems, quantitative, risk calculations

Luxoft Singapore; Singapore; On-site; SGD 120,000 - 180,000; Full time

Job summary

Luxoft Singapore seeks a seasoned C++ developer to join a Global Markets team focused on trading systems, quantitative modelling, pricing engines, and related financial products. You will build and maintain C++-based integrations with Murex and proprietary pricing libraries, plus Murex Flex integrations for pricing and risk calculations.

You will extract data from Murex, access Quant analytics APIs for NPV/MTM and risk measures, and push results back into downstream systems.

Qualifications

• 5+ years of hands-on C++ development experience.
• 5–8 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.

Responsibilities

• 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 / MTM, 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.

Skills

C++ development

Software development experience

Object-oriented programming

Enterprise applications

Windows

Linux

APIs

Troubleshooting

Communication skills

Tools

Murex Flex

Job description

• The role offers exposure to trading systems, quantitative modelling, pricing engines, and financial products within a Global Markets environment.

Responsibilities:

• 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.

Mandatory Skills Description:

• 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.

Nice-to-Have Skills Description:

• Experience with Murex (MX), particularly Murex Flex integration.
• Exposure to financial markets, treasury, or capital markets technology.
• Knowledge of derivatives and structured products.
• Understanding of pricing engines, valuation models, and risk calculations.
• Familiarity with risk measures such as NPV, PV01, CS01, Delta, and Vega.
• Experience working with quantitative libraries or pricing APIs.
• Exposure to products such as:
• FX Options
• Interest Rate Swaps
• Currency Swaps
• FX TARNs