Quantitative Developer (m/w)

  • Competitive
  • Zürich, Schweiz
  • Festanstellung, Vollzeit
  • White Horse International
  • 28 Jul 17

For the Investment Banking Devision for one of the leading banks based in Zurich we are currently looking for a Quant Developer (m/w).

Quantitative Developer (m/w)

 

Your area of responsibilities:

- To develop exotic pricing infrastructure/model

- To optimize the pricing speed including GPU kernel development

- To optimize the distributed calculation engineering

- To provide re-engineering and optimization pf current processes

 

Your profile:

- PhD or Master Degree in Mathematics, Physics, Computational Science or relevant

- Profound .NET(F#) programming skills and .NET framework knowledge

- Strong performance computing and (numerical) optimization skills

- Experience in design of algorithms, financial model experience is a strong advantage

- Very good English and / or German language skills

- Proactive, self-driven and open-minded attitude, strong team player