Quantitative Analyst (Scala, Java, German)

Vertragsart:
Vor Ort
Start:
keine Angabe
Dauer:
6 months contract
Von:
Stamford Consultants AG
Ort:
Zürich
Eingestellt:
02.09.2015
Land:
flag_no Schweiz
Projekt-ID:
976430

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For one of our clients we are looking for a Quantitative analyst for a 6 months contract with option of extension.

Description:

  • Participation in the internal pricing library (implementing new payoffs, performance optimizations )
  • Study and parameterizations of volatility surface
  • Preparation of the pricing library for integration into sales systems (front systems)
  • Implementation of numerical algorithms

Required skills:

  • Hands-on experience in the implementation of advanced pricing models (local volatility, stochastic volatility)
  • Excellent knowledge in the application and implementation of numerical algorithms (optimization algorithms, Monte Carlo)
  • Solid education in Finance or Mathematics, in particular in the field of stochastic differential equations and in the option pricing.
  • Experience in quantitative development with Scala or Java
  • Work experience with equities or FX traders
  • Master or PhD in a quantitative discipline
  • Experience in structured finance products would be a strong plus
  • Fluent English is a must, German would be an advantage

If you are interested in this opportunity, we will be glad to receive your application via this website.