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

LUXOFT INFORMATION TECHNOLOGY (SINGAPORE) PTE. LTD.Singaporemycareersfuturepublished 09/04/2026
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Project 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
  • FX Accumulators
  • Callable Interest Rate Swaps
  • Callable Credit Linked Interest Rate Swaps