Quantitative/Quant/FX Support Analyst, English Speaking

Vertragsart:
Vor Ort
Start:
Flexible/Negotiable
Dauer:
6-12months +
Von:
EMEA resourcing
Ort:
Zürich
Eingestellt:
26.10.2017
Land:
flag_no Schweiz
Projekt-ID:
1441012

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Quantitative/Quant/FX Support Analyst, English Speaking

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 of the application and Implementation of numerical algorithms (PDE solvers, optimization algorithms, Monte Carlo)

Solid financial mathematical training, in particular in the Range of stochastic differential equations and in the option valuation.

Experience in quantitative software development of Java or Scala

Duties (main functions of role):

Support for FX Trading Desks:

- Help with the analysis and resolution of problems

- Improvement proposals and further developments

Participation in the internal pricing library.

Project Description:

Quantitative support for FX Trading Desks.

Participation in the further development of pricing models for FX options and complex products.

Flexible start date (ie immediate to 3 months notice)

WORK PERMITS CAN BE ORGANISED IF REQUIRED

If this position do not fit within your experience or is of no interest to you we offer a recommendation fee for any consultant you refer we successfully make a placement with.