Quantitative Developer

To all Quantitative Developer, please look over here! We are now having a 10 months contract till the end of this year for a Finance/Banking client based in Switzerland!

If you are interested, please contact me today! We are looking for someone who can start ASAP! If you have a Swiss work permit, its even better.

Quantitative support in the field of Trading and Sales

(based on the Trading Floor) ..

Development and maintenance of Excel-based tools and automation of simple processes by scripts or software applications.

Contract end date: 31.12.2015

Quantitative Developer:

Brief description:

- Development and maintenance of Excel-based trading and sales tools in use on the trading floor
- Preparation of scripts and software application for the automation of simple processes
- Maintenance and development of the necessary interfaces to market data and Front End systems
- Manufacture of product or portfolio reports based on the above-mentioned tools

Required Experience and Skills:

- Very good knowledge of Excel and VBA
- Experience with Bloomberg and Bloomberg API
- Experience in quantitative software development using C ++, Python and Java
- Sound mathematical training.
- Experience with mathematical software such as R and mathematical software libraries.
- Knowledge of the valuation of derivatives, including the necessary market data (yield curves, volatility surfaces, etc.)
- Work experience with equities or FX trader

Desirable:

Knowledge of structured financial products

Required language: English, German will be a big plus