Quantitative Developer - Contract - Zürich - Banking

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
12 months
Von:
Swisslinx
Ort:
Zürich
Eingestellt:
28.10.2015
Land:
flag_no Schweiz
Projekt-ID:
1009118

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On behalf of one of our client, a privet bank based in Zürich, Swisslinx is looking for a switched on and seasoned Quantitative Developer for a contract role in Zürich.

Quantitative Developer - Contract - Zürich - Banking

The candidate will be responsible for the development and calibration of pricing models for FX, Equity Options and Structured Products

To be considered for this position, your CV must reflect the following skills:
Education in Financial Mathematics or related field
Practical experience with pricing models (local volatility, stochastic volatility or local stochastic volatility)
Very good knowledge of implementation of numerical Algorithms (PDE solvers, Optimisation Algorithm, Monte Carlo)
Experience in software experience in C++, Java or Scala
Fluent English with German being a plus

Interested in this challenging position? Then please send your CV and references to (see below)

We are looking forward to hearing from you!

The Swisslinx Group provides bespoke recruitment solutions for technology, financial and executive positions in Switzerland, the Middle East and South East Asia. With more than twenty years' experience our business relationships are driven by integrity, trust and discretion.

Swisslinx AG

Brigita Grbin