Dieses Jobangebot ist archiviert und steht nicht mehr zur Verfügung.
Vakante Jobangebote finden Sie unter Projekte.
Vakante Jobangebote finden Sie unter Projekte.
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
-
Work experience with FX traders and FX front systems (ideally Murex)
-
Practical know-how of 1st generation exotic FX options and complex FX products (accumulators, TARFs).
-
Practical experience in the implementation of advanced pricing models (local volatility, stochastic volatility or local stochastic volatility)
-
Very good knowledge of the application and implementation of numeric algorithms (PDE solvers, optimization algorithms, Monte Carlo)
-
Solid financial mathematics education, especially in the domain of stochastic differential equations and in options valuation
-
Experience in quantitative software development with Java or Scala
-
Master or PhD in a quantitative discipline
-
Good communication skills
-
Able to work under pressure
-
English (must)
-
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
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
-
Work experience with FX traders and FX front systems (ideally Murex)
-
Practical know-how of 1st generation exotic FX options and complex FX products (accumulators, TARFs).
-
Practical experience in the implementation of advanced pricing models (local volatility, stochastic volatility or local stochastic volatility)
-
Very good knowledge of the application and implementation of numeric algorithms (PDE solvers, optimization algorithms, Monte Carlo)
-
Solid financial mathematics education, especially in the domain of stochastic differential equations and in options valuation
-
Experience in quantitative software development with Java or Scala
-
Master or PhD in a quantitative discipline
-
Good communication skills
-
Able to work under pressure
-
English (must)
-
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
Geforderte Qualifikationen
-
Kategorie:
IT Entwicklung, Sonstiges