Beschreibung
A Swiss private Bank is looking for a Quant Developer.Start Date: 01.07.2018
End Date: 30.06.2019
Workplace: Zurich
Workload: 100%
Reference Number: 4513
Tasks:
• Development of quantitative Services (in the software senses) to enable the Implementation of new Generation Sales and Trading applications.
• Definition of supplied interfaces and collaboration in the Integration of the realized Services in IT applications.
• Implementation of the Software Infrastructure needed to support the above activities.
Requirements:
• Experience in quantitative Software Development with Java and possibly Scala. Additional languages like C++ or Python is a plus.
• Degree in quantitative Discipline.
• Familiarity with object oriented Software Design and Design Patterns.
• Experience with functional Programming and Programming languages is a plus.
• Knowledge about Derivate instruments, their fair valuation and the relevant Market Data (interest rate curves, volatility surfaces, etc.)
• Experience with historical databases, financial time series analysis and back-testing algorithms.
• Knowledge about Structured Products.
• Fluent in English, German is a plus.
Soft Skills:
• Good communication skills.
• Ability to work under pressure.