Responsibilities

• 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

Requirements

• 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.