Beschreibung
C++ Quantitative Developer (Banking)
On behalf of our client, a leading bank in Zürich, we are looking for a C++ Quantitative Developer in Risk Management or Front Office. Are you looking for an exciting new opportunity with a market leading global company then please have a look at the details:
Role:
- The role is within the Credit Exposure Modelling Team which is responsible for developing models to calculate credit exposure metrics (PE and EPE) for counterparty credit risk.
- Development and implementation of advanced Counterparty Credit Risk and exposure models where your work will have a direct impact on the bank's capital and derivatives trading
- Write analytics software which is deployed in a distributed computing environment, participate in the systems design phase and model development
Skills:
- Over 4 years of experience as a quantitative developer in Risk Management or Front Office
- University degree in Quantitative Finance, Computer Science, Engineering, Physics or Mathematics (Master or PhD)
- Strong development skills in C++ or any other Object Oriented language
- Experience with large scale modelling library
- Understanding of financial products and quantitative models (preferable IR/FX models and counterparty credit risk models including the modelling of margining)
- The ability to work independently, a dedicated hands-on-approach as well as a high level of reliability and team-orientation
- Strong analytical and problem solving skills
- The ability to learn and apply learning quickly
- Willingness to learn, ability to pick up concept quickly
- Highly committed and strong team player competences
- Fluency in English
Are you interested in this opportunity? Kindly send us your CV today through the link in the advert. In case of any questions please contact Sophia Alaoui
Experis IT is Europe's leading IT&T recruitment agency.