Quantitative Analyst (w/m) - Financial area in Zurich B030

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
end December 2018
Von:
Fox Department
Ort:
Zürich
Eingestellt:
01.11.2017
Land:
flag_no Schweiz
Projekt-ID:
1443411

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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: German

Details:

Start: ASAP

End: (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