Quantitative Developer (Pricing)

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
9 months+
Von:
Experis AG
Ort:
Zürich
Eingestellt:
19.02.2016
Land:
flag_no Schweiz
Projekt-ID:
1073196

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Senior Quantitative Developer (Pricing)

Our client, headquartered in Zurich, is an important subsidiary of a global company in the finance industry. We are looking for a Senior Quantitative Developer with extensive Pricing Library experience who can start as soon as possible.

Role overview

  • Work on the internal pricing library
  • Prepare the Pricing Library for the integration in the trading and sales system
  • Integrate the model in Murex with Flex API
  • Implementing with algorithms

Must skills

  • Solid financial mathematics, more precisely in statistics, mathematical differential equation and option valuation
  • Extensive experience in implementing advanced pricing models
  • Very good knowledge and experience in algorithm implementation (PDE solvers, algorithm optimization, Monte Carlo)
  • Extensive experience in quantitative development with C++, Java or Scala
  • Master's Degree or PhD in a quantitative discipline
  • Experience in the pricing model integration in Murex/Flex API considered a big plus
  • Experience with Equity or FX trading considered a big plus
  • Knowledge of structured products considered a plus

Interested? Please apply online. We look forward to receiving your application.

Please don't hesitate to send your CV to Sophia Alaoui or if you should have any questions, please don't hesitate to call