Beschreibung
For a 8 month contract at our clients' site, a global bank in Zurich, we are looking for an experiencedQuantitative Analyst - C# / F# / C++ (4278)
The ideal candidate will be a Member of the Quantitative Analysis Group in Trading and will develop code against the existing codebase of the team.
Your Qualifications:
- 3-5 years’ working experience as a Quantitative Analyst within banking/insurance area
- Degree in Mathematics, Physics or Computer Science (Master’s or equivalent)
- Strong analytical skills and sound knowledge in Mathematics required
- Strong programming skills in C++, C# or F# or any other programming language with concepts of functional programming - Using predominantly C# and F# - passion/flair for coding
- Experience in modelling complex financial products for instance experience with ERC, IMM
- Ability to produce high quality, accurate work, under pressure and to tight deadlines
- Fluent in English (oral/written), German is an advantage
About the role:
- Analysis and documentation of requirements for transforming trades from various trade repositories into a canonical format
- Implementation of these transformations in C# or F# within an existing framework of trade loaders
- Implementation of Automated test cases, testing and evaluation of test results in cooperation with Trading and IT
- Release of newly implemented trade loaders into production
Does your skill set meet the requirements and are you available here in Zurich? We look forward to receiving your CV in MS-Word format on For any further questions, please call .