Beschreibung
For our banking client in Zurich, we are looking for a:
Quant developer - System Engineer Risk and Portfolio
Start: ASAP
Duration: Initial contract 12 months
Location: Zurich
To be successful in this role you will need a mix of quant development skills and have the ability to engineer requirements (gather, specify, validate). Quant skills focused on pricing, risk management, portfolio optimization. PhD or equivalent level (research experience, publications) required.
In this project you will proactively provide creative input in order to create new and enhance existing portfolio optimization approaches. You will formulate mathematical models, gather business requirements, build rapid prototypes (eg in Python) to validate requirements with business.
Other responsibilities: Identify potential areas for optimization and performance enhancements including suggestions for the ongoing maintenance and improvement of overall code quality. Own all aspects of trading strategy code including trading algorithms, performance, and exchange connectivity.
Essentials Skills and Qualifications:
- Excellent academic record in a subject with a strong computational emphasis (eg computer science, engineering, physics, etc.). Academic performance to be mentioned in CV.
- Optimization theory and practice, risk management, quant studies
- Python
- .Net/C#
Desired Skills and Qualifications:
- Systematic trading experience
- Requirement Engineering
- PhD
Michael Bailey International is acting as an Employment Business in relation to this vacancy.