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C++ Developer - Murex Flex / Front Office Quant Model Integration

Luxoft is seeking a strong C++ Developer with deep Murex Flex experience to join their Front Office Equities Derivatives Technology team. The role involves industrializing and supporting proprietary Quant models and analytics within Murex, ensuring production-grade delivery and platform stability in a high-risk environment.

CEO of Corporate & Investment Banking

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Lead Front Office Quant Developer - Vice President

Wells Fargo is seeking a Lead Quantitative Developer, Vice President to join their quantitative implementation team. The role involves implementing various financial models, particularly mortgage prepayment models, and requires expertise in software engineering to develop robust C++ code within the firm's analytics library.

Chief Financial Officer

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Quantitative Model Development Officer II- Wholesale Credit Risk

Truist Bank is seeking a Quantitative Model Development Officer II to lead model development efforts for Wholesale Credit Risk. The role involves managing the model development life cycle, ensuring compliance with risk management policies, and mentoring team members to enhance model development processes.

Truist is a financial services company seeking a Quantitative Model Development Officer II for Wholesale Credit Risk. The role involves leading model development efforts, managing risk, and collaborating with various stakeholders to ensure compliance and effectiveness of quantitative models.

Chief Executive Officer

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Front Office Quantitative Developer

Boston Energy Trading & Marketing (BETM) is focused on digital growth and creating next-gen platforms to support the green energy transition. They are seeking a Front Office Quantitative Developer to design, build, and manage applications in a cloud environment, while collaborating with various teams to streamline and automate business processes.

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C++ Developer Front Office Quant Model Integration

Luxoft is seeking a strong C++ Developer with deep Murex Flex experience to join the Front Office Equities Derivatives Technology team. The primary responsibility is to industrialize and support proprietary Quant models and analytics within Murex, ensuring robust integration and production readiness in a high-risk environment.

Front Office Rates Quant - ML/AI Specialist

Wells Fargo is a leading financial services company, and they are seeking a highly skilled ML/AI Specialist to join their Corporate & Investment Banking Front Office Quantitative Model Development Team. This role involves developing AI-powered forecasting models and applying statistical learning techniques to enhance trading and sales capabilities.

Front Office Rates Quant -  ML/AI Specialist - Predictive Intelligence Time Series Modeling

Vice President, Front Office Quant Counterparty Cross Margin Model Development

Wells Fargo is a leading financial services company, and they are seeking a Vice President for their Corporate & Investment Banking Market and Counterparty Risk Model Development team. The role involves researching, developing, and implementing risk management models while collaborating with various stakeholders to deliver effective risk analytics solutions.

Quantitative Model Development Officer II- Consumer Credit Risk

Truist Bank is seeking a Quantitative Model Development Officer II to lead model development efforts specific to finance and risk measurement methodologies. The role involves overseeing the development life cycle of quantitative models related to risk management and compliance, ensuring adherence to regulatory standards and facilitating stakeholder engagement.

Equity Derivatives Front Office Quant - Assoc/VP (C++)

Bruin is a growing front-office quant team seeking an Associate/VP level individual to work closely with equity derivatives traders. The role involves enhancing pricing models, delivering production software, and collaborating with various stakeholders to optimize performance and decision-making tools.

C++ Developer Murex Flex Front Office Quant Model Integration in united states (1000+)

C++ Developer - Murex Flex / Front Office Quant Model Integration

Lead Front Office Quant Developer - Vice President

Quantitative Model Development Officer II- Wholesale Credit Risk

Quantitative Model Development Officer II- Wholesale Credit Risk

Front Office Quantitative Developer

C++ Developer Front Office Quant Model Integration

Front Office Rates Quant - ML/AI Specialist - Predictive Intelligence Time Series Modeling

Vice President, Front Office Quant Counterparty Cross Margin Model Development

Quantitative Model Development Officer II- Consumer Credit Risk

Equity Derivatives Front Office Quant - Assoc/VP (C++)