Job Description

At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let's shape the future of wealth management together.
YOUR CHALLENGE
Design and develop advanced pricing and risk management tools, ensuring precision, scalability, and efficiency
Enhance the Murex risk framework by leveraging Flex Modules and integrating proprietary analytics
Deliver high-performance, reliable services that meet rigorous business and technical standards
Partner with traders and sales teams to implement innovative solutions that drive business growth
Continuously improve risk management systems and processes through proactive optimization
Provide expert analytical support to front-line teams, diagnosing and resolving production issues swiftly
Troubleshoot complex technical challenges, minimizing downtime and optimizing system performance
Stay ahead of vendor releases and new functionalities, incorporating enhancements to maintain cutting-edge capabilities
YOUR PROFILE
Master's degree in quantitative finance, Computer Science, or a related field
3+ years of experience in quantitative development with strong exposure to FXD and IRD products
Proven expertise in the Murex Flex API (Stream, Vol, FX)
Deep understanding of Murex MX3.1 components, including risk views, pre-trade, PLVAR, RBPL, etc.
Strong programming skills in C++ and Scala
Excellent communication and collaboration skills in English, with experience in agile development environments
We only consider candidates who can start immediately.
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