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Senior Quantitative Analyst FX Trading m/f

Eingestellt von 7N Switzerland Ltd

Gesuchte Skills: Java, Library, Client, Support

Projektbeschreibung

7N is a main provider of high-end IT and Finance specialists for client projects globally.

For one of our clients in the financial industry we are currently looking for the following expert:

Role: QUANTITATIVE ANALYST FX TRADING

Location: Zurich (Switzerland)

Start: ASAP

End: 31/8/2018

JOB DESCRIPTION:

Support for FX Trading Desks:

- Analysis and resolution of problems
- Improvement proposals and further development

Collaboration in the development of an internal pricing library.

REQUIRED EXPERIENCES, SKILLS, EDUCATION AND TRAINING

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Work experience with FX traders and FX front systems (ideally Murex)
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Practical know-how of 1st generation exotic FX options and complex FX products (accumulators, TARFs).
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Practical experience in the implementation of advanced pricing models (local volatility, stochastic volatility or local stochastic volatility)
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Very good knowledge of the application and implementation of numeric algorithms (PDE solvers, optimization algorithms, Monte Carlo)
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Solid financial mathematics education, especially in the domain of stochastic differential equations and in options valuation
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Experience in quantitative software development with Java or Scala
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Master or PhD in a quantitative discipline
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Good communication skills
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Able to work under pressure
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English (must)
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German is a plus

If you meet the requirements and if you are available please send your up-to-date CV in Word format and your desired daily rate (all-in) to (see below) as soon as possible but latest by 14th August.

I look forward to hearing from you

Projektdetails

  • Einsatzort:

    Zürich, Schweiz

  • Projektbeginn:

    asap

  • Projektdauer:

    Until end August 2018

  • Vertragsart:

    Contract

  • Berufserfahrung:

    Keine Angabe

Geforderte Qualifikationen

7N Switzerland Ltd