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C++ Developer - Global Markets New Products Team

Luxoft DXC·Salary not specified

Primary stack

CommunicationLinuxWindowsC++Problem SolvingAPI

Nice to have's

Financial MarketsTreasuryCapital Markets TechnologyDerivativesStructured ProductsPricing EnginesValuation ModelsRisk CalculationsNPVPV01CS01DeltaVega

Job description

About the Position

We are seeking a C++ Developer for the Global Markets New Products Team in Singapore. Develop and maintain C++-based integrations between Murex and proprietary Quant pricing libraries.

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.

Requirements

  • Must have

    • 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.
  • Nice to have

    • 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
      • FX Accumulators
      • Callable Interest Rate Swaps
      • Callable Credit Linked Interest Rate Swaps

We Offer

  • Competitive salary
  • Opportunity to work in a global environment
  • Professional growth and development opportunities

About the Company

Luxoft is a leading provider of digital transformation and technology services, empowering businesses to innovate and thrive in the digital age. Join our team and be part of a dynamic and forward-thinking organization.

Apply Now

Interested candidates are encouraged to apply for the C++ Developer - Global Markets New Products Team position in Singapore.

Apply Here

© Luxoft DXC. This job description was sourced from the employer's public career page. TheJob is not the employer — we index the posting and route candidates to the source. All content rights and hiring decisions belong to the employer.

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Luxoft DXC

Automotive,Finance,Healthcare,Life Sciences,Tech and Telecom

About the Company Luxoft, a DXC Technology Company, is a global digital strategy and software engineering firm with over 17,000 international employees across 58 offices in 29 countries. Headquartered in Zug, Switzerland, Luxoft specializes in providing tailored tech solutions that drive global business transformation. The company focuses on enhancing customer experiences and boosting efficiency through strategy, consulting, and engineering services. Products, Services & Tech Stack Core Solutions: Digital strategy and software engineering services. Technologies & Frameworks: Specific platforms, languages, or tools are not mentioned in the provided text. Project Scope & Target Clients Client Base: Automotive, finance, healthcare, life sciences, tech, and telecom. Engineering Scale: Scope and complexity of engineering projects are not specified in the provided text.

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