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Marex

Marex

www.marex.com

3 Jobs

2,095 Employees

About the Company

Marex (Nasdaq:MRX) is a diversified financial services platform.

We provide essential liquidity, market access and infrastructure services to clients in energy, commodities and financial markets.

With more than 40 offices across the world, access to all major exchanges, and technology-powered data and advisory services, Marex is your essential partner.

marex.com/social-media-disclaimer

Listed Jobs

Company background Company brand
Company Name
Marex
Job Title
Software Development Manager
Job Description
Job Title: Software Development Manager Role Summary Lead a cross‑functional software delivery team in the design, development, testing, and deployment of scalable, high‑performance web applications. Own the end‑to‑end product lifecycle, ensuring technical excellence, regulatory compliance, and alignment with business objectives. Expectations - Deliver production‑grade code that meets acceptance criteria and regulatory standards (FCA). - Demonstrate high integrity, compliance with company policies, and proactive risk management. - Act as a strategic collaborator, anticipating operational challenges and fostering a positive, collaborative team culture. - Exhibit resilience, adaptability, and effective stakeholder engagement in a fast‑paced, high‑volume environment. Key Responsibilities - Architect and design modern web solutions using technologies such as JavaScript/TypeScript, C#/.NET, React, Node.js, GraphQL, and Docker. - Oversee coding, unit/BDD/TDD testing, code reviews, and adherence to coding standards. - Implement and maintain infrastructure as code (Terraform, etc.) and modern CI/CD pipelines on cloud platforms (AWS). - Ensure systems meet operational risk frameworks, regulatory requirements, and internal compliance policies. - Resolve third‑line support incidents and coordinate with business users to capture requirements and deliver solutions. - Lead, mentor, and develop team members; build relationships with stakeholders; and influence cross‑departmental initiatives. - Provide risk management inputs, report policy breaches, and support compliance audits. Required Skills - Proficiency in JavaScript/TypeScript, C#/.NET, React, Node.js, GraphQL, Docker. - Experience with NoSQL or relational databases. - Expertise in infrastructure as code (Terraform or equivalent), CI/CD, and DevOps practices. - Cloud proficiency (AWS preferred). - Strong knowledge of BDD/TDD, Agile/Scrum methodologies, and software architecture design patterns. - Excellent verbal & written communication; ability to explain technical concepts to non‑technical stakeholders. - Demonstrated ability to work in a regulated environment with understanding of risk and compliance. Required Education & Certifications - Bachelor’s or Master’s degree in Computer Science, Software Engineering, or related field. - Relevant certifications (e.g., AWS Certified Developer, Certified ScrumMaster, or equivalent) preferred.
Paris, France
On site
30-11-2025
Company background Company brand
Company Name
Marex
Job Title
Graduate Trainee, Change Portfolio Analyst
Job Description
**Job Title:** Graduate Trainee – Change Portfolio Analyst **Role Summary:** Support the Change Portfolio Management team in delivering and governing change initiatives across the organization. Work closely with the Global Head of Change Portfolio Management, PMO, Business Analysis, and Change Approval teams to perform business analysis, maintain documentation, and ensure compliance with change governance standards while gaining exposure to project governance and continuous‑improvement practices. **Expectations:** - Produce clear business requirements and user stories for change projects. - Create and maintain visual process models for current and target states. - Contribute to standardized templates, playbooks, and toolkits. - Assist with compliance monitoring, governance reporting, and portfolio reporting cycles. - Provide administrative coordination for change requests and documentation. - Identify efficiency opportunities and support continuous‑improvement initiatives. - Collaborate with cross‑functional teams and uphold regulatory and internal policy standards. **Key Responsibilities:** 1. Document and validate business requirements and user stories. 2. Map and model business processes (flowcharts, process maps) for both existing and future states. 3. Develop and maintain standard templates, playbooks, and toolkits for change initiatives. 4. Support Change Policy compliance, governance activities, and lifecycle reporting. 5. Participate in monthly portfolio reporting – conduct data quality checks and prepare management packs for senior stakeholders. 6. Provide administrative support to the Change Approval team (coordination of change requests, document upkeep). 7. Propose and support operational efficiency and continuous‑improvement ideas. 8. Work with project managers, business analysts, and PMO colleagues to ensure successful project outcomes. **Required Skills:** - Strong analytical and business‑analysis abilities. - Excellent written and verbal communication skills. - Proficiency in Microsoft Office (Word, Excel, PowerPoint) and diagramming tools (Visio, Lucidchart, or similar). - Ability to create clear process documentation and visual models. - Detail‑oriented with solid data‑validation skills. - Team player with collaborative mindset and stakeholder‑management aptitude. - Basic understanding of project governance and change‑management principles. - Ability to work in a regulated environment and adhere to compliance standards. **Required Education & Certifications:** - Bachelor’s degree (any discipline) completed in 2025 or expected in 2026. - No mandatory certifications; however, familiarity with PRINCE2, Agile, or Change Management frameworks (e.g., Prosci) is advantageous.
London, United kingdom
On site
Junior
09-01-2026
Company background Company brand
Company Name
Marex
Job Title
Trading intern
Job Description
Job title: Trading Intern Role Summary: Assist in research and development of optimal vega‑hedging strategies for worst‑of autocallable derivatives, collaborating with exotic equity traders and quantitative researchers to model volatility risk, transaction costs, and risk metrics using numerical and machine‑learning techniques. Expectations: - Adhere to internal policies and report breaches to Compliance. - Escalate risk events promptly and support risk‑management processes. - Communicate findings clearly in written reports and oral presentations. - Work independently on open‑ended research problems while contributing to team goals. Key Responsibilities: - Conduct comprehensive literature review on volatility hedging for path‑dependent multi‑asset products. - Develop a framework for dynamic vega hedging that incorporates transaction costs, liquidity constraints, and risk preferences. - Implement and backtest strategies using historical data and Monte Carlo simulation. - Explore reinforcement‑learning approaches for dynamic hedging decisions. - Produce research reports suitable for internal use and potential academic publication. - Ensure compliance with company policies and maintain accurate documentation. Required Skills: - Strong analytical and problem‑solving abilities. - Proficient programming in Python (NumPy, Pandas, PyTorch/TensorFlow). - Solid foundation in stochastic calculus, derivative pricing, and volatility modeling (local vol, stochastic vol, SABR). - Familiarity with Monte Carlo methods, numerical optimization, and machine‑learning techniques, ideally reinforcement learning. - Excellent written and oral communication in English; French language a plus. - Ability to work independently and collaboratively in a fast‑paced environment. Required Education & Certifications: - 3rd‑year engineering or Master’s student in quantitative finance, mathematics, statistics, or a related STEM discipline.
Paris, France
On site
Fresher
02-02-2026
Company background Company brand
Company Name
Marex
Job Title
Structuring internship: Design and implementation of Cross Asset QIS indices
Job Description
Job title: Structuring Internship – Cross‑Asset QIS Indices Design & Implementation Role Summary: 6‑month internship for a final‑year engineering or quantitative finance student focused on designing, analyzing, and implementing quantitative investment strategy (QIS) indices across commodities, digital assets, and cross‑asset volatility within a front‑office structuring team. Expactations: Collaborate with structurers, quants, and traders to translate trading ideas into backtestable, indexable frameworks; perform quantitative analysis, backtesting, and scenario analysis; support payoff engineering for structured notes and OTC derivatives; produce internal memos, presentations, and client‑facing materials; ensure compliance with regulatory and risk frameworks; adhere to operational risk and conduct policies. Key Responsibilities: • Design and document QIS indices and systematic strategies. • Translate trading concepts into robust, indexable structures. • Conduct quantitative analysis, backtesting, and scenario evaluations. • Analyse volatility, correlation, and cross‑asset dynamics relevant to structured products. • Contribute to payoff engineering for structured notes and OTC derivatives. • Prepare internal memos, presentations, and client‑facing documentation. • Coordinate with trading desks to assess hedgeability, modelling, and risk. • Draft and monitor index rules and lifecycle processes. • Ensure compliance with FCA and other regulatory requirements. • Adhere to operational risk frameworks and report breaches or risk events. Required Skills: • Advanced mathematics: probability, statistics, stochastic processes. • Programming proficiency (Python, R, MATLAB, or similar). • Data analysis, backtesting, and scenario simulation experience. • Knowledge of structured products, derivatives, and indexing. • Strong written and verbal communication in English. • Ability to articulate complex quantitative ideas clearly. • Collaborative mindset in a fast‑paced, multidisciplinary environment. Required Education & Certifications: • Final‑year (or equivalent) student in engineering, applied mathematics, physics, finance, or Master’s in quantitative finance/mathematics. • Strong academic record in mathematics, statistics, and computer science. • No specific certifications required; familiarity with regulatory frameworks (e.g., FCA, PRIIPs) is a plus.
London, United kingdom
On site
02-02-2026