Software Engineer C++ H/F Murex

Team & Context

We are looking for a motivated and intellectually curiousC++ Developerto join the Volatility team, who will BE working at the intersection of software engineering and quantitative finance.

TheMarket Data domainplays a central role in Murex's pricing and risk ecosystem. IT is responsible for managing the full lifecycle of market data - from raw market prices to the transformed data used to evaluate trades and positions.

Our responsibilities include :
- Defining and interfacing with external and internal market data sources
- Orchestrating data loading, transformation, and storage in the Murex platform
- Managing real-time and scenario-based data impacts
- Providing public APIs and services to help clients interact with market data efficiently

We deliver robust frameworks that support evaluation, simulation, and impact analysis of market data across the system.

TheVolatility teamdevelops pricing modules based on implied Black-Scholes volatilities, enabling the valuation of a wide range of options products across all asset classes - including interest and inflation rates, commodities, equities, and FX options.

We manage the entire volatility processing chain :
- Data storage and retrieval
- Calibration and interpolation of volatility surfaces
- Risk computation, including Vega sensitivities

Our work spans both technical and financial challenges - from optimizing data exports and database performance to solving complex modeling and calibration problems.

Your missions

As aC++ Developer, your mission is to design, develop, and maintain high-performance software components that are robust, scalable, and efficient. You will work closely with product managers, architects, and other developers to deliver solutions that meet both functional and non-functional requirements.

Key responsibilities
- Design and implementnew features and modules in modern C++
- Maintain and improveexisting codebases, ensuring performance, reliability, and readability
- Write unit and integration teststo ensure code quality and prevent regressions
- Collaborate with team members, including QA, and product owners, to deliver new features and improved solutions
- Participate in code reviews, design discussions, and continuous improvement initiatives
- Optimize performanceof critical components, especially in latency-sensitive or resource-constrained environments
- Documenttechnical designs, APIs, and implementation details