Senior C++ Developer for Murex Flex and Front Office Trading Platforms

W2 Only!!!

No Corp to Corp

MUREX is a MUST for this role

100% Remote! EST/CST time zone only

C++ Developer – Murex Flex / Front Office Trading Platforms

New York, NY (Hybrid) – 100% remote

12+ Month Contract

USC or Green Card only

Overview

We are seeking a highly skilled C++ Developer with Murex Flex experience to join a Front Office Equities Derivatives (EQD) Technology team supporting a major global investment bank.

This role sits at the intersection of Trading, Quantitative Modeling, and Technology, focusing on integrating proprietary quantitative models and analytics into the Murex trading platform using the Flex framework and APIs.

The ideal candidate will have strong experience building low-latency, production-grade systems and collaborating closely with Quants, Traders, and Front Office technology teams in a high-risk trading environment.

Key Responsibilities

• Design, develop, and maintain Murex Flex components using C++
• Integrate proprietary quantitative pricing and risk libraries into the Murex platform
• Work closely with Quant teams to implement and optimize pricing models and analytics
• Ensure robust interaction between Murex core platform, Flex extensions, and external quant libraries
• Support complex Front Office use cases including pricing, Greeks, sensitivities, and payoff structures
• Participate in UAT, model validation, and production releases
• Diagnose and resolve production issues related to Flex, pricing behavior, or model integration
• Contribute to platform stability, performance optimization, and risk control
• Collaborate with QA, Release Management, and Production Support teams
• Follow governance, change management, and Front Office risk controls

Required Skills & Experience

• Strong hands-on C++ development experience in production environments
• Experience integrating quantitative/pricing libraries into trading or risk platforms
• Experience working directly with Quantitative Analysts

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• Strong debugging and troubleshooting skills in Linux/Unix environments
• Experience supporting Front Office trading systems in UAT and production
• Strong understanding of performance, stability, and software quality in risk-sensitive platforms

Preferred / Nice to Have

• Experience with Murex Flex (Flex libraries, APIs, integration patterns)
• Knowledge of Equity Derivatives, including structured products and autocalls
• Understanding of pricing models, Greeks, sensitivities, and risk calculations
• Exposure to Python for prototyping or tooling
• Experience with GPU programming (CUDA, OpenCL, etc.) for computational acceleration
• Background working with performance-sensitive or numerically intensive systems

Work Environment

• Daily collaboration with Equities Derivatives Quant teams
• Interaction with Front Office Technology and Trading stakeholders
• Coordination with QA, Release Management, and Production Support
• Occasional engagement with platform vendors such as Murex