Chief Executive Officer

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

Lorven Technologies Inc. is seeking a strong C++ Developer with deep Murex Flex experience to join their 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 performance in a high-risk Front Office environment.

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

CEO of Corporate & Investment Banking

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Executive Director, Front Office Strategic Risk Quantitative Developer

Wells Fargo is a leading financial services company providing a comprehensive suite of banking and investment solutions. The Executive Director will focus on the development of the Vasara risk platform, integrating pricing and risk analytics while collaborating with various teams to enhance risk management capabilities.

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Vice President, Front Office Quant Counterparty Cross Margin Model Development

Wells Fargo is a leading provider of banking, capital markets, and advisory solutions, catering to corporate, government, and institutional clients. The Vice President role focuses on leading the development of market and counterparty risk management models, particularly in the Prime Brokerage business and Cross-Margining initiatives, while collaborating with various stakeholders to deliver effective risk analytics solutions.

Wells Fargo is a leading financial services company, and they are seeking a Senior Lead Securities Quantitative Analytics Specialist to focus on the development of the Vasara risk platform. This role involves designing and implementing components of the platform while collaborating with various stakeholders to enhance risk management and analytics capabilities.

Wells Fargo is a leading financial services company, and they are seeking a Senior Lead Securities Quantitative Analytics Specialist (Executive Director) within the Corporate & Investment Banking organization. The successful candidate will focus on the development of the Vasara risk platform, integrating pricing and risk analytics, and delivering high-quality software in a collaborative environment.

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.

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Senior Quant C++ Developer

Glint Tech Solutions is seeking a strong C++ Developer with Murex Flex experience to join their Front Office EQD team, collaborating closely with Quants and Trading. The role involves integrating and supporting pricing and risk models in a high-impact environment.

Senior Quant C++ Developer (Murex Flex | Front Office)

Front Office Quantitative Developer

Boston Energy Trading & Marketing (BETM) is focused on digital growth and cloud enablement, seeking candidates to enhance value through technology. The role involves designing, building, and managing applications in a cloud environment, developing data processing and trading tools, and collaborating closely with traders and analysts.

Quantitative Model Development Officer II

Truist is a financial services company seeking a Quantitative Model Development Officer II to lead model development efforts in finance and risk measurement. The role involves overseeing the development life cycle of quantitative models, ensuring compliance with risk management policies, and mentoring team members in model development practices.

Quantitative Model Development Officer II- Consumer Credit Risk

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.

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