Beschreibung
CONTRACT: Quantitative Engineer (w/m) - ID 56708Humentum AG is the expert in IT, engineering and finance recruitment. With our long term experiences we have built a huge network of renowned companies and high potential candidates in Switzerland. This is reflected in the high customer satisfaction. In addition to the recruitment we offer specific candidate coaching and client consulting. For more details please check: www.humentum.ch.
In collaboration with our partner Contauro AG we are urgently seeking:
Contract: Quantitative Engineer (w/m)
Job ID 56708
These are your Tasks in this role:
1. In this interesting position you will work on a Pricing Library (Implementation of new Payoffs and performance optimisation) and prepare them for the integration in Trading- and Sales Systems (Front Systems, Excel Sheets etc.)
2. You will integrate the models in MUREX using FLEX API and implement numerical algorithms.
The following skills are required:
1. You have a Master or PhD in a quantitative discipline
2. You have a solid know how in stochastic differential equations and option pricing
3. Experience in implementation of Pricing Models (local volatility, stochastic volatility)
4. Deep know-how and experience in implementation of numerical algorithms (PDE solvers, optimisation algorithms, Monte Carlo) and in quantitative software development (C++, Java or Scala).
5. Experience in the integration of pricing models in MUREX using FLEX API
6. Fluent in English (German is a plus)
Start: asap (upon arrangement)
Duration: 12 Months
Pensum: Full time
Salary: market standards
Work place: Area of Zurich
Are you interested in this challenging job offer? We are looking forward to receiving your application including CV, diplomas, reference letters and a short summary disclosing why you would be the perfect match for this position. Please send your dossier by e-mail to:
Your contact person is: Martin Supthut
Please mention the Job-ID 56708
Your application will be handled absolutely confidential. We will not forward any details without your consent.
We are going to contact you ASAP and we are looking forward to a close collaboration.
Humentum AG
Ausstellungsstrasse 36
8005 Zürich
Tel.:
www.humentum.ch