Quantitative Analyst - FX Trading Desk 100% - (PDE Solvers, Optization

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
12 months (initial Contract)
Von:
Edelway
Ort:
Zürich
Eingestellt:
01.11.2017
Land:
flag_no Schweiz
Projekt-ID:
1443400

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For our Client, a well renowned Swiss/International Bank and within the Quantitative Finance/Analysis domain, we are looking for an experienced Quantitative Analyst for the FX Trading Desk Support.

The Role:

  • FX Trading Desk Support (For FX-Trader and Team)
  • Analysis and Problem-solving
  • Further Development of existing tools/methodologies
  • Collaborate with the team for internal Pricing Library development

The Profile:

  • Master or PhD in a Quantitative Discipline
  • Experience in working with FX-Trader and FX-Front-Systems (ideally Murex)
  • Practical Know-How of 1st gen. exotic FX Options and complex FX Products (Accumulators and TARFs)
  • Hands-on experience in implementing advanced Pricing Models (local volatility, stochastic volatility or local stochastic volatility)
  • Skilled in the use and implementation of Numerical Algorithms (PDE Solvers, Optimization Algorithms, Monte Carlo Methods)
  • Solid Mathematical-Financial background, especially in the field of Stochastic Differential Equations and Options-valuation/pricing
  • Fluent in English (German is a plus)

Are you interested in the Role? Please do not hesitate to send me your application to (see below) or call me should you have any questions.

Please be aware that for this position we can only consider EU candidates and candidates already living in Switzerland and holding a valid residency permit.