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Mis à jour le jeudi 20 novembre 2008
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 | Master Emploi annonces de murex |  |
Ingénierie financière, finance quantitative, IT finance, maths financières.
| Voir les 34 annonces de stage de MUREX
Client delivery of new generation foreign exchange derivatives pricing and risk management tools.
Murex is a software company established in 1986 and specialized in provision of integrated front to back office financial software across the majority of physical and derivative assets, including but not limited to Foreign Exchange, Interest rates, Equities, Commodities and Credit derivatives.
Murex systems equip trading rooms of approaching 100 major financial institutions worldwide, and London constitutes the largest user concentration (with clients such as ABN-AMRO, HSBC, J.P. Morgan Chase, etc.).
Mission
This internship is within the Foreign Exchange Derivatives (FXD) team, extending from basic FX products through vanilla, exotic and structured products, focused primarily on pricing and risk management.
It consists of three parts:
1. Learning validation phase: Risk analysis-simulation viewer:
Simulation is the term applied by Murex to functionality that not only creates a snapshot of risk and valuation that can be analysed with varying degrees of granularity but also the analysis of a broad range of what if scenarios including (but not limited to) changes in yield curve and volatility surfaces, correlations, passage of time, etc.
The viewer is a tool that allows users to construct and modify their own risk views and scenarios in real-time, facilitating dynamic risk analysis and management. Validation of the simulation viewer demonstrates that the intern has gained a solid understanding of risk and valuation characteristics of various types of deals and the various types of changes in market scenarios that are significant for risk management of portfolios of such deals.
2. Validation of a new pricing methodologies–Fractional days:
The aim of this phase of the internship is to participate to the validation of the fractional days integration in the system.
It consists in:
-Analysis of the mathematical model & numerical integration,
-Validate its impact on the volatility, pricing & risk management.
3. Client business:
This phase is the opportunity to understand the business process in a specific real customer case analysis and implementation.
This may be implementation software for a client, a migration process from a client version to a newer Murex version with new functionality, the implementation of new functionality, etc. As this is a real case analysis the exact instance cannot be pre-specified, but given a comprehensive project pipeline there is confidence that for any internship a relevant project utilising the work of the previous two phases will be identified.
Profile required
Final year Engineering School/Business School/University student with a particular interest in financial markets and information systems.
A good grasp of mathematics, an excellent working knowledge of English (written and spoken) and your international approach are prerequisites for this internship.
Date and Duration: Internship for 6 months considered, beginning as soon as possible.
Please send your resume and cover letter quoting reference SMFC/FXO1/09 either by email (apply by email) or by filling our application form at:
www.murex.com/careers.php
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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