Junior Quantitative Model Developer

  • Location: Zurich, Switzerland
  • Salary: Competitive
  • Organization: FinTech Company

Our client, one of the top innovative Swiss companies in the finance and technology sector with a focus on the structured products segment, is looking for Junior Quantitative Model Developer to be based in Zurich. 

Main Duties:

  • Modeling equity/FX/Commodity/IR derivative including pricing, risk, regulatory reporting
  • Supporting of trading, structuring, and risk groups
  • Supporting and development of the quantitative library written in Scala
  • Supporting and development of applications using the quantitative

You have:

  • 1-3 years experience in software development in core Java (J2SE)/C++ and Python
  • Solid background in mathematics
  • Bachelor Degree in Computer Science, Electrical Engineering, Mathematics, Physics or related field.
  • Master Degree or PhD in Financial Engineering/CS/Mathematics/Physics/Engineering
  • Very strong programming Skills in languages such as C++/Java or similar. Scala knowledge is a bonus.
  • Strong knowledge of derivatives
  • Relevant university plus postgraduate degree (PhD) necessary
  • Significant experience in a software development role necessary, experience in a financial markets role with exposure to market risk practices
  • Excellent writing and communication skills in English
  • Valid Residence permit/ability to work in Switzerland
  • Ability to work independently and flexibly within intra or inter-departmental groups
  • Ability to explain complex concepts and results in layman´s terms

Please note that all application to Switzerland based vacancies and all communication with Swiss clients is handled by our Swiss Partners, Accurity GmbH, Bahnhofstrasse 11, 8302 Kloten.
Albert Cliff is responsible for screening, initial interview and selection only.

All Risk Management, Audit & Control vacancies

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