Quantitative Developer in Zurich

Vertragsart:
Vor Ort
Start:
Flexible
Dauer:
12 months
Von:
Stamford Consultants AG
Ort:
Zürich
Eingestellt:
24.10.2017
Land:
flag_no Schweiz
Projekt-ID:
1439143

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

For one of our main clients in Zurich we are searching for an experienced Quant Developer.

Responsibilities:

  • Involved in analysis between IB model and PB methodology as well as Analysis of the fall back method
  • Analysis and assessment between the old and the new models
  • Working with and managing Data
  • Making improvements regarding the methodology used for pre deal inquiries
  • Working with different assets (IR, FX, equity, credit)
  • Involved in doing precise analysis down to RWA level

Requirements:

  • Background in the Quantitative area
  • Very good understanding of the financial markets, credit business, regulations, derivative products and risk modelling
  • Experience with (R, VBA)
  • Fluent English, open and communicative character

If you feel that you cover the requirements listed above we would be happy to receive your application along with an up-to-date CV.