Quantitative Analyst

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
12 months
Von:
RM IT Professional Resources AG
Ort:
Zürich
Eingestellt:
09.08.2017
Land:
flag_no Schweiz
Projekt-ID:
1395284

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Quantitative Analyst wanted for our Zurich based client in the banking sector.

Your experience/skills:

  • Master's Degree or PhD in a quantitative discipline or in Mathematics with very good knowledge in stochastic differential equations and option valuation
  • Experience working with FX-Traders and FX Front Systems, ideally Murex
  • Familiarity with 1st generation exotic FX options and complex FX products (Accumulations, TARFs) as well as working experience with quantitative software development (Java, Scala)
  • Solid background in implementing advanced pricing models (local volatility, stochastic volatility or local stochastic volatility)
  • Deep understanding in applying and implementing numeric algorithms (PDE solvers, optimization algorithms, Monte Carlo
  • Languages: fluent English both written and spoken. German would be a plus

Your tasks:

  • Supporting FX Trading Desks
  • Assisting in the analysis process and in the problem solving process
  • Taking part in the internal Pricing Library
  • Developing of Pricing Models for FX options and complex products

Start: ASAP
Duration: 12MM+
Location: Zurich, Switzerland
Ref.Nr.: BH11394

Does this sound like an interesting and challenging opportunity to you? Then take the next step by sending us your CV as a Word document and a 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 much more