Global context

Capco is a global business and technology consultancy dedicated solely to the financial services industry with more than 5000 consultants across 25 offices in Europe, North America and Asia.

Capco is delivering IT services for its French clients around Credit Derivative, fix income, Repo and Secure Funding, platforms on both Change The Bank and Run The Bank activities.

As an Developer, you will be part of a team comprising Credit Derivatives and Murex business analysts, developers and functional and technical support experts, covering full value chain (Front, Risk, post trade)


Developer – Credit Derivatives

Our client is using Murex V3 solution for its Front Office fixed income and credit derivative activity and Murex V2 for Credit Derivative Back Office. The trading is ensured 24/24 from Asia to US, with teams deployed in Tokyo, Hong-Kong, Singapore, London, Paris, New-York and Bangalore.

Murex is the key element to ensure real-time control of PnL and sensitivities, produce EOD Risk indicators, feed the Back office systems, and generate confirmations, accounting and regulatory reporting on credit derivatives perimeter

As part of the team maintaining this central piece of IT architecture, you will deal with a scope particularly wide and rich in terms of functional coverage and interlocutors you will have to interact with.


Key responsibilities

  • Work with Business analysts and other developers to deliver solutions to complex Production problems and deliver new features to business.
  • Coordinate development projects to maintain and enhance the platform stability, to integrate new financial products, optimize and automate front to back business processes:
    • Collate business analysts requirements.
    • Write technical specifications.
    • Design IT solutions based on Murex tools (Datamart reports, MXML exchange workflow)
    • Implement solutions through Murex tools
    • Code development and unit testing in Java, around the Murex solution.
    • Manage unitary tests, integration and non-regression tests.
    • Prepare changes for the go-live
    • Support end users in the validation and usage of existing and new features.
    • Change and release management through a CI/CD pipeline
  • Provide assistance as Level 3 support in case of complex requests or incidents.
  • Write and update technical documentation covering features of Murex and its ecosystem.
  • Share knowledge and coach newcomers, leverage his expertise through a continuous training program.


Expected experience and knowledge:

  • At least 2 years of relevant experience as a Developer in Capital Markets.
  • Notions of capital markets products, specifically Bonds, futures, repo, interest rate swap, credit default swap.
  • Notions of trading: PnL, risks metrics, positions management
  • Good knowledge of Murex tools (GOM, Workflows / OSP, Reports Datamart, Murex API…)
  • Expertise in Java, SQL, XML/XSLT, Unix/Shell Script, Sonar
  • Cloud development skills (AWS, Azure) are a +.
  • Micro-services architecture experience is a + (Kubernetes)
  • Knowledge in IT project methodologies: Agile (scrum), DevSecOps,, testing (TDD, BDD),
  • Good communication and interpersonal skills. Client-oriented mindset is a must have.
  • Strong sense of cross group collaborative work and team spirit.
  • Fluent in English. Fluent in French is a plus.

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