Quantitative Developer

Vertragsart:
Vor Ort
Start:
ASAP
Dauer:
Till the end of the year
Von:
Stamford Consultants AG
Ort:
Zürich
Eingestellt:
11.02.2015
Land:
flag_no Schweiz
Projekt-ID:
848767

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

Our client is urgently looking for a Quantitative Developer within the sales and trading area.

Key Responsibilities:

  • Development and maintenance of Excel based tools and automation of manuel business processes with support of scripts and software applications.
  • Development and support of excel based trading and sales tools used on the trading floor.
  • Building scripts and applications to automate manuel business processes.
  • Maintenance and development of interfaces into market data and Front End systems.
  • Building of product and portfolio reports based on the above mentioned tools.

Required Skill set:

  • Solid experience with excel and VBA.
  • Experience with Bloomberg and Bloomberg API.
  • Proficient with quantitative software development with C++, Python and Java.
  • Solid mathematical background and degree in quantitative finance.
  • Experience with mathematical software such as R and software libraries.
  • Experience with evaluation of derivatives and the respective market data.
  • Kenntnisse über die Bewertung von Derivate und die dazu benötigten Marktdaten (interest curve and volatility).
  • Practical experience with equity or FX traders.
  • Knowledge about structured products.
  • English fluent, German is beneficial

If you match the above skill set I look forward to receiving your application, including a motivational letter, via this website.