PES - Trading Instruments and Analytics Domain - Financial Engineering – Analytics
Core
Financial engineer supporting the development, validation, and evolution of Murex Advanced Analytics (MACS) for derivative products across all asset classes.
Role type
Financial Engineering Analyst (Analytics Domain)
Builds
Derivative pricing models, risk management solutions, and analytics features for the MX.3 platform.
Domain
Capital Markets / Financial Engineering / Derivatives
Deliverable
production ML models | product features
Required skills
Financial mathematics, Stochastic processes, Derivative products knowledge, Python programming, Model validation, Product specification, Market trend analysis
Preferred skills
Exotic products expertise, Neural networks understanding, REST API integration
Technologies
Python, MX.3, REST services
Responsibilities
Address client questions regarding derivatives mispricing, Organize corrective maintenance with development teams, Analyze client business requirements and establish solution roadmaps, Validate payoffs and models, Prepare product specifications for internal or client requirements, Document and demonstrate new functionalities
Seniority
Mid-level, hands-on IC
