Beschreibung
Software Developer (f/m) with Quantitative Financial Engineering Skills
A global Swiss Bank is looking for a Software Developer (f/m) with strong Quantitative Financial Engineering Skills.
Workload: 100%
Workplace: Zürich
Start Date: asap
End Date: 31.12.2016
Reference Number: 3673
Aufgaben
• Designing and building complex Graphical User Interfaces with interactive visualization charting Components.
• Building complex publication ready customizable Reports and Documents.
Anforderungen
Strong programming and mathematical Abilities coupled with the Capacity to provide high-quality Applications.
Must Have Skills in Software Development:
• Up-to-date and deep Understanding of Object Orientated Software and Design Skills with an established Track Record of Development in an OO Language.
• Proficiency in C#, backed up by a demonstrable Reference showing this Proficiency.
• Knowledge of VB6/VBA. Must be able to step through and understand VB6/VBA code.
• Database Expertise, especially handling of Financial Data e.g. Time Series.
• Solid grasp of automating with the MS Office Object Model (Excel, Access, PowerPoint).
Must Have Skills in Quantitative Financial Engineering:
• Knowledge of portfolio construction analytics and optimization.
• Portfolio Risk analysis.
• Monte Carlo Simulation techniques.
Nice to Have Supplementary Skills:
• Know-how of Mathematical Tools – e.g. Matlab, R and numerical Libraries e.g. Nag.
• Familiarity with Market Data Systems.
Soft Skills
• Fluent English Skills, written and spoken.
• Proven problem solving skills with ability to plan resources and control activities.
• Disciplined attention to Detail, delivery focused and pragmatic, by being able to balance fast delivery against the need for stable, maintainable and extendable solutions.
Michael Wirz
Junior Business Consultant