Quantitative Developer (Java, Scala, Murex, FX)

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
12 months contract
Von:
Stamford Consultants AG
Ort:
Zürich
Eingestellt:
10.08.2017
Land:
flag_no Schweiz
Projekt-ID:
1395856

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

For one of our clients in the banking area in Zurich we are looking for a Quantitative Developer.

Responsibilities:

  • Supporting the FX trading desks
  • Development of pricing models for FX options
  • Analysing problems and creating solutions
  • Further development and suggestions for improvement

Requirements:

  • Master or PhD in a quantitative discipline
  • Strong experience with FX traders and systems (Murex)
  • Experience with exotic options and complex products
  • Practical experience in implementation of pricing models and algorithms
  • Strong experience with Java or Scala
  • Fluent English is a must, German would be a plus

If you match the above skill set I look forward to receiving your application, including a motivational letter, via this website.