Beschreibung
For our client, a global bank in Zurich, we are looking for a System Engineer (A) for MiniFuture Model Validation & Approval.Tasks
- Validation and control of in-house developed pricing models for Equity and FX contracts
- Development and implementation reference pricing models
- Assessment of model risk based on model limitations and mathematical assumptions
Requirements
- Experience
- Dealing with broad spectrum of products, covering Equity, FX and Fixed Income
- Validation of price calculation tools
- Technical skills
- Knowledge of Front Arena is a must
- Knowledge of Python and Java is a must
- Knowledge of Murex is an advantage
- Higher university degree in a quantitative area (Physics, Mathematics, Engineering, Quantitative Finance), Master or PhD level
- English
Soft Skills
- Team and customer oriented personality
- Self-driven, independent
- Good communication skills