Beschreibung
For our client an international financial institution, based in Zurich (Switzerland), we are looking for a:
Quantitative Analyst (w/m) - Financial area in Zurich, B030
Project description/job description:
Quantitative support for FX Trading Desks.
Participation in the development of pricing models for
FX options and complex products.
Support for FX Trading Desks:
Help with the analysis and resolution of problems
Improvement proposals and further developments
Participation in the internal pricing library.
Required experience and skills:
Work experience with FX dealers and FX front systems (typically Murex)
Practical know-how of 1st generation exotic FX options and complex FX products (accumulators, TARFs).
Practical experience in the implementation of advanced pricing models (local volatility, stochastic volatility or local stochastic volatility)
Very good knowledge in the application and implementation of numerical algorithms (PDE solvers, optimization algorithms, Monte Carlo)
Solid financial mathematics training, especially in the field of stochastic differential equations and in the option assessment.
Experience in quantitative software development with Java or Scala
Required completed trainings and certificates:
Degree, Master or PhD in a quantitative discipline
Softskils:
Good communication skills
resilient
Linguistic proficiency:
Very good/Fluent in English
Desirable: English
Details:
Start: ASAP
End: 31.12.2018 (with option for extension)
Full Time
Location: Zurich/Switzerland
If this project is of interest to you and you are available, please do not hesitate to contact us for further information.
Best regards
Andy Markou
VTS Consulting GmbH
Fox Department
Tel: (see below)
Geschäftsführer:
Martina Voigtländer-Tetzner
St.-Nr: