• Stellennummer
    2019071201
  • Titel
    Quantitative Developer
  • Firmenbeschreibung

    Pro Informatik is an IT consulting company providing high-quality services to our customers in various businesses. Our aim is to deliver first-class consulting services in the field of information technology. We have strong expertise in project management, business analysis, requirements engineering, software engineering, system engineering, testing as well as application and system administration.

  • Aufgaben

    Responsibilities

    • Design and integrate solutions to meet new business requirements
    • Development of services for FX pricing models and equity derivative products based on local stochastic volatility models
    • Coding from scratch simple tools and services for the trading desks in Scala, C++ or Java
    • Improve risk management for these FX and equity derivative products
    • Maintain and continuously improve existing software
    • Collaborate with risk management and IT for validation and integration
    • Provide third level support
    • Liaise with key business and IT stakeholders
  • Anforderungen

    Requirements

    • Master degree or Ph.D. in a quantitative discipline like Mathematics, Physics, Engineering or Quantitative Finance
    • Experience in developing Equity or FX Derivatives in the banking industry and good understanding of financial products including FX options
    • Experience in object-oriented programming in Scala, C++ or Java
    • Strong knowledge in financial mathematics, probability theory and/or local stochastic volatility models and their integration into trading applications
    • Experience in the implementation of numerical methods (PDE solvers, Monte Carlo, etc.)
    • Profound knowledge of financial market data
    • Fluent in English

    Nice to have

    • German language skills
    • Experience in model validation
    • Good knowledge in time series analysis, machine learning, statistical models

    Personality

    • Strong analytical and communication skills
    • Reliable and resilient
    • Ability to deliver quickly and to work under pressure
    • Proactive personality
  • Angebot

    We are a strong customer focused company working mainly for Top 500 companies. We pay great attention to further training and development, carrier opportunities and working conditions. We provide these opportunities to Swiss and EU residents. If you are strong in the above mentioned fields do not hesitate to send us your application and let us inform you about this.

  • Datum
    14.08.2019
  • Kategorie
    Software Entwicklung/Software Architektur
  • Ort
    Zürich
Galman Alexander
Galman Alexander
+41 (0)44 252 50 51
GSI CONSULTANTS | MÜHLEGASSE 33 | CH-8001 ZÜRICH | TEL + 41 (0)44 252 50 51 | info@gsi-consultants.ch |