Quantitative Developer/Bloomberg API/Equity, FX

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
keine Angabe
Von:
Stamford Consultants AG
Ort:
Zürich
Eingestellt:
07.02.2015
Land:
flag_no Schweiz
Projekt-ID:
846871

Warning
Dieses Projekt ist archiviert und leider nicht (mehr) aktiv.
Sie finden vakante Projekte hier in unserer Projektbörse.

Development and maintenance of Excel-based tools and Automation of simple processes by scripts
or software applications.

Brief description of the range of tasks:

  • Development and maintenance of Excel-based trading and sales tools in use on the trading floor.
  • Preparation of scripts and software application for the automation processes
  • Maintenance and development of the necessary interfaces to market data and Front End systems
  • Manufacture of product or portfolio reports based on the above-mentioned tools

Required Experience and Skills:

  • Very good knowledge of Excel and VBA
  • Experience with Blomberg and the Bloomberg API
  • Experience in quantitative software development using C ++, Python and Java
  • Sound mathematical training. Experience with mathematical software such as R and mathematical software libraries.
  • Knowledge of the valuation of derivatives, including the necessary market data (yield curves, volatility surfaces, etc.)
  • Work experience with equities or FX trader