C++ Quantitative Developer (Banking)

C++ QUANTITATIVE DEVELOPER (BANKING)

On behalf of our client, a leading bank in Zürich, we are looking for a C++ QUANTITATIVE DEVELOPER IN RISK MANAGEMENT OR FRONT OFFICE. Are you looking for an exciting new opportunity with a market leading global company then please have a look at the details:

ROLE:

- The role is within the Credit Exposure Modelling Team which is responsible for developing models to calculate credit exposure metrics (PE and EPE) for counterparty credit risk.
- Development and implementation of advanced Counterparty Credit Risk and exposure models where your work will have a direct impact on the bank's capital and derivatives trading
- Write analytics software which is deployed in a distributed computing environment, participate in the systems design phase and model development

SKILLS:

- Over 4 years of experience as a quantitative developer in Risk Management or Front Office
- University degree in Quantitative Finance, Computer Science, Engineering, Physics or Mathematics (Master or PhD)
- Strong development skills in C++ or any other Object Oriented language
- Experience with large scale modelling library
- Understanding of financial products and quantitative models (preferable IR/FX models and counterparty credit risk models including the modelling of margining)
- The ability to work independently, a dedicated hands-on-approach as well as a high level of reliability and team-orientation
- Strong analytical and problem solving skills
- The ability to learn and apply learning quickly
- Willingness to learn, ability to pick up concept quickly
- Highly committed and strong team player competences
- Fluency in English

Are you interested in this opportunity? Kindly send us your CV today through the link in the advert. In case of any questions please contact Sophia Alaoui

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