Beschreibung
For a 12 months project at our client, an international bank based in Zurich, we are looking for an experiencedQuant developer - .Net / C# (4102)
We are looking for a candidate with the right mix of quant. development skills and ability to engineer requirements (gather, specify, validate) with top academic performace / PhD or equivalent level. The Quant skills focus on pricing, risk management, portfolio optimization.
Your Qualifications:
- Excellent academic record in a subject with a strong computational emphasis (e.g. computer science, engineering or physics) / PhD or equivalent level
- Very skilled in using Python and .Net / C#
- Experience in developing and implementing risk models
- Optimization theory and practice, risk management, quant studies
- Experience in Requirement Engineering and systematic trading
- Fluent in English
Your Responsibilities:
- Proactively provide creative input in order to engineer new and enhance existing portfolio optimization approaches
- Formulate mathematical models
- Gather business requirements
- Build rapid prototypes (e.g. in Python) to validate requirements with business
- Identify potential areas for optimization and performance enhancements including suggestions for the ongoing maintenance and improvement of overall code quality
- Own all aspects of trading strategy code including trading algorithms, performance, and exchange connectivity
If you fit the job description and are looking for this new challenge in Zurich, we look forward to receiving your application in MS-Word format (.doc/.docx) on If you have any further questions about this job opportunity or any of the other jobs posted on our website (iet.ch) you can reach our office in Zurich under .