Quantitative Developer

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
12 months
Von:
Stamford Consultants AG
Ort:
Zürich
Eingestellt:
20.07.2018
Land:
flag_no Schweiz
Projekt-ID:
1601683

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Quantitative Developer

On behalf of our client, one of the top leading international banks in Switzerland, we are currently looking for a Senior Murex Quantitative Developer for their headquarters in Zürich. You will be part of the Quant Analysis and Development team and support them within an analytical and quality way.

You'll be in charge of:

  • Analytics integration into Murex using the FLEX API
  • Liaising with Traders/Sales for new payoffs developments and enhancing our pricing/risk models
  • Helping in new model testing/validation
  • Assisting the first line support team in analysing production issues
  • Liaising with Vendor for bug fixes and follow up

Absolutely necessary:

  • Murex Flex API (FX, Stream and Vol)
  • C++ Expert
  • Strong knowledge in FX Options (pricing and risk management)
  • Strong overall knowledge of Murex System V3.1(risk views, pre-trade/post trade workflows, datamart ...)
  • Grid Computing
  • Excellent analytical skills, detail and quality oriented

Preferable:

  • Programming experience with Java, Scala
  • SQL Querying or database experience is highly desired
  • Schell Scripting
  • Ability to demonstrate a good understanding of other asset classes including equities and Fixed Income

Education:

Msc in Quantitative Finance, Computer Science or related field