Beschreibung
Your tasks:
- Participation in the internal pricing Library: implementing of new payoffs, performance optimizations
- Pricing Library preparation for the integration of the Sales systems (front systems, Excel spreadsheets)
- Integration of models in MUREX using the FLEX API
- Implementation of numerical algorithms
Your skills:
- Master or PhD degree in a quantitative discipline with focus in finance and mathematics, especially in the field of stochastic differential equations and option valuation
- Practical experience in the implementation of advanced pricing models (local/l stochastic volatility) and their integration into MUREX using the FLEX API
- Expertise in quantitative software development in C ++, Java or Scala
- Very good knowledge (PDE solvers, optimization algorithms, Monte Carlo) in the application and implementation of numerical algorithms
- Expertise about equity or FX traders and structured finance products
- Excellent communication skills in English, German would be an asset
Start:
Duration: 6MM++
Location: Zurich, Switzerland
Does that sound interesting? Then take the next step and send us your CV as a Word Document and a daytime contact telephone number.
Due to work permit restrictions we can unfortunately only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.
Going the extra mile
New to Switzerland? In case of successful placement, we support you with:
- All administrative questions
- Finding an apartment
- Health - and social insurance
- Work permit and many more