Dieses Jobangebot ist archiviert und steht nicht mehr zur Verfügung.
Vakante Jobangebote finden Sie unter Projekte.
Vakante Jobangebote finden Sie unter Projekte.
Quantitative Analyst/Developer (C++, Java, Scala)
Eingestellt von Stamford Consultants AG
Gesuchte Skills: Sales, Library, Java
Projektbeschreibung
For one of our clients we are looking for a Quantitative analyst/developer for a 12 months contract with option of extension.
DESCRIPTION:
- Participation in the internal pricing library (implementing new payoffs, performance optimizations )
- Study and parameterizations of volatility surface
- Preparation of the pricing library for integration into sales systems (front systems)
- Implementation of numerical algorithms
REQUIRED SKILLS:
- Master or PhD in a quantitative discipline
- Hands-on experience in the implementation of advanced pricing models (local volatility, stochastic volatility)
- Practical experience in the implementation of advanced pricing models (local volatility, stochastic volatility or local stochastic volatility)
- Excellent knowledge in the application and implementation of numerical algorithms (optimization algorithms, Monte Carlo)
- Experience in quantitative software development with C ++, Java or Scala
- Good experience in the integration of pricing models in MUREX using the FLEX API is a must
- Solid education in Finance or Mathematics, in particular in the field of stochastic differential equations and in the option pricing.
- Experience in structured finance products would be a strong plus
- Fluent English is a must, German would be an advantage
If you match the above skill set I look forward to receiving your application, including a motivational letter, via this website.
DESCRIPTION:
- Participation in the internal pricing library (implementing new payoffs, performance optimizations )
- Study and parameterizations of volatility surface
- Preparation of the pricing library for integration into sales systems (front systems)
- Implementation of numerical algorithms
REQUIRED SKILLS:
- Master or PhD in a quantitative discipline
- Hands-on experience in the implementation of advanced pricing models (local volatility, stochastic volatility)
- Practical experience in the implementation of advanced pricing models (local volatility, stochastic volatility or local stochastic volatility)
- Excellent knowledge in the application and implementation of numerical algorithms (optimization algorithms, Monte Carlo)
- Experience in quantitative software development with C ++, Java or Scala
- Good experience in the integration of pricing models in MUREX using the FLEX API is a must
- Solid education in Finance or Mathematics, in particular in the field of stochastic differential equations and in the option pricing.
- Experience in structured finance products would be a strong plus
- Fluent English is a must, German would be an advantage
If you match the above skill set I look forward to receiving your application, including a motivational letter, via this website.
Projektdetails
Geforderte Qualifikationen
-
Kategorie:
IT Entwicklung, Marketing/Vertrieb