Stage 3A - Développeur JAVA/C++ Curve Service Project Stage 3A - Développeur JAVA/C++ Curve Service  …

Murex
in Paris, Ile-de-France
Permanent, Full time
Be the first to apply
Competitive
Murex
in Paris, Ile-de-France
Permanent, Full time
Be the first to apply
Competitive
Murex
Stage 3A - Développeur JAVA/C++ Curve Service Project
Who we are:
Murex is a global fintech leader in trading, risk management and processing solutions for capital markets. Operating from our 18 offices, 2400 Murexians from over 60 different nationalities ensure the development, implementation and support of our platform which is used by banks, asset managers, corporations and utilities, across the world. ​

Join Murex and work on the challenges of an industry at the forefront of innovation and thrive in a people-centric environment.

Internship topic: Curve Service Project

The team:
The Market Data Calculation Chain team oversees the lifecycle and calculation of the market data (volatility, rate curve, securities...) in the whole MX platform.

As a prime gateway to the market data domain, our team plays an integral part in building a new generation of cloud-based micro-services. We serve various business solutions spanning from Front-Office use cases such as real-time portfolio management to enterprise risk management with the FRTB or the xVA.
In addition to a rich functional environment, this central position in the platform makes us aware of technical challenges such as high-availability, distributed services, and operability to provide our clients with consistent views on their positions and their exposition to market risks with a maximum efficiency.

As a central piece of the MX platform, it requires high adaptability capabilities on both functional and technical aspects. We develop in both Java and C++.

Our day-to-day includes:
  • Understand, design and implement new features,
  • Participate in the architecture of the product with respects to scalability, high-availability and high-volume constraints,
  • Optimize and distribute large amounts of calculations, on a grid or in the cloud,
  • Rewrite modules using the latest technologies,
  • Chaos engineering,
  • Communicate with Asset teams and solution teams on the current design.
What you'll do:
You will join our Market Data Calculation Chain team on the rate curve service project. This service aims at broadcasting rate curves to clients in batch mode and enables scenario capabilities for risk measures. As a central piece for financial institutions, this service comes with a set of requirements for scalability, resiliency, and latency.

This project has been the main focus of the team for the past year, and we now have a clear understanding of the functional perimeter. In this context, you will propose and implement a new end to end design leveraging a new functional library that provides high-speed calculation for rate curves. This internship comes with multiple challenges:
  • Understand and leverage an optimized calculation library for rate curve in relationship with Curve Asset team
  • Interact with product management and architecture to align on Service Level Objectives (SLOs) such as latencies, number of concurrent queries, resiliency...
  • Design a microservice architecture to support SLOs
  • Test non-regression of SLOs using benchmarks
Who you are:
  • Last year of studies (3A)
  • Good programmatic knowledge in C++ and/or Java
  • Curiosity and willingness to discover financial markets (no knowledge required)
  • Good communication skills
  • Teamwork and cross group collaboration
  • Autonomy and creativity
  • Clean and reliable code
  • Familiarity with TDD or clean code
Bonus points:
  • Microservice and REST knowledge
  • Experience with distributed systems
  • Experience with CI (Jenkins)
  • Experience in chaos engineering
Why you should join us:
  • A multicultural community united and passionate,
  • Complex challenges,
  • Continuous training,
  • Opportunity to participate in many events (Tech-Talks, Meetups, CppCon, CodeOne, Devoxx...),
  • Glassdoor top ten French employer
Duration and start date:
5-6 months internship starting between January and April 2022

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