Please refer to JobSuchmaschine in your application
Location: Zurich City
Duration: start date negotiable
We offer Quant Engineer positions for dedicated Quants with relevant quant based work experience. We will consider candidates with a minimum of 5 years of full time work experience.
The focus of the quant work is on methodologies in Derivatives Risk and Pricing. This includes designing and implementing risk and pricing models, developing and improving computational methods as well as optimization frameworks in financial markets and derivatives contexts.
You will work on dedicated client projects for the development of cutting edge methodologies for major international clients (clients are based in Europe, the US and Asia) focusing on the following areas:
Derivatives Risk Management
Your tasks will include modelling and simulation of quant methods in Python and/or Java (Java is not a required skill). This requires a high level of functional skills which you will contribute as a team member. Your personal success will depend equally on your ability to conceptualize and develop state-of- the-art models as well as your ability to function well within a team.
You are a quant-oriented business builder and a role model for your team. You are fascinated by the untapped potential of the financial sector. You strive to be a key player in this dynamic market by developing innovative solutions, all while assessing market opportunities and risks. In addition we expect:
Higher university degree (PhD, MSc or equivalent) in an information technology or a quantitative discipline such as Computational Science, Engineering, Physics, Mathematics, Applied Sciences or Quantitative Finance
Strong technical skills built on five or more years’ experience with quant derivatives
Sound business understanding and ability to build a business case
Proven leadership of at least a small team
Successful project management of large projects from start to finish
Computer programming skills in Python (and/or Matlab), Java is a plus
Fluency in English, German is a plus
Willingness to travel and possibly to relocate
Eligible to live and work in Switzerland