Quantitative Developer (w/m)

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
10 months
Von:
RM IT Professional Resources AG
Ort:
Zürich
Eingestellt:
19.02.2016
Land:
flag_no Schweiz
Projekt-ID:
1073127

Warning
Dieses Projekt ist archiviert und leider nicht (mehr) aktiv.
Sie finden vakante Projekte hier in unserer Projektbörse.

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: 03/2016
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