Description
Quantitative Analyst wanted for our Zurich based client in the banking sector.Your experience/skills:
- Master's Degree or PhD in a quantitative discipline or in Mathematics with very good knowledge in stochastic differential equations and option valuation
- Experience working with FX-Traders and FX Front Systems, ideally Murex
- Familiarity with 1st generation exotic FX options and complex FX products (Accumulations, TARFs) as well as working experience with quantitative software development (Java, Scala)
- Solid background in implementing advanced pricing models (local volatility, stochastic volatility or local stochastic volatility)
- Deep understanding in applying and implementing numeric algorithms (PDE solvers, optimization algorithms, Monte Carlo
- Languages: fluent English both written and spoken. German would be a plus
Your tasks:
- Supporting FX Trading Desks
- Assisting in the analysis process and in the problem solving process
- Taking part in the internal Pricing Library
- Developing of Pricing Models for FX options and complex products
Start: ASAP
Duration: 12MM+
Location: Zurich, Switzerland
Ref.Nr.: BH11394
Does this sound like an interesting and challenging opportunity to you? Then take the next step by sending us your CV as a Word document and a contact telephone number.
Due to work permit restrictions we can unfortunately only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.
Going the extra mile…
New to Switzerland? In case of successful placement, we support you with:
- All administrative questions
- Finding an apartment
- Health - and social insurance
- Work permit and much more