Modeling equity/FX/Commodity/IR derivative including pricing, risk, regulatory reporting
Support of trading, structuring, and risk groups
Support and development of the quantitative library written in Scala
Support and development of applications using the quantitative methodsz
Master Degree or Ph.D. 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 and relevant mathematics
Fluency in English
EU/Swiss Citizenship or Swiss work permit
Please note that all applications to Switzerland-based vacancies and all communication with Swiss clients are handled by our Swiss Partners, Accurate GmbH, Bahnhofstrasse 11, 8302 Kloten. Albert Cliff is responsible for screening, initial interview, and selection only.