Quantitative Developer (Java, Scala, C++, Murex)

For one of our clients we are looking for a Quantitative developer for a contract till the end of the year.

DESCRIPTION:

- Participation in the internal pricing library (implementing new payoffs, performance optimizations )
- 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 is a must
- 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 plus
- Experience in structured finance products would be a strong plus

If you match the above skill set I look forward to receiving your application, including a motivational letter, via this website.