current vacancies


Quantitative Analyst (w / m) - Financial area in Zurich, B030

For our client an international financial institution, based in Zurich (Switzerland), we are looking for a:

Quantitative Analyst (w / m) - Financial area in Zurich, B030

Project description / job description:

• Quantitative support for FX Trading Desks.
• Participation in the development of pricing models for
• FX options and complex products.

Support for FX Trading Desks:

• Help with the analysis and resolution of problems
• Improvement proposals and further developments
• Participation in the internal pricing library.

Required experience and skills:

• Work experience with FX dealers and FX front systems (typically 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 in the application and implementation of numerical algorithms (PDE solvers, optimization algorithms, Monte Carlo)
• Solid financial mathematics training, especially in the field of stochastic differential equations and in the option assessment.
• Experience in quantitative software development with Java or Scala

Required completed trainings and certificates:

• Degree, Master or PhD in a quantitative discipline


• Good communication skills
• resilient

Linguistic proficiency:

• Very good / Fluent in English
• Desirable: English


• Start: asap
• End: 31.12.2018 (with option for extension)
• Full Time
• Location: Zurich / Switzerland

If this project is of interest to you and you are available, please do not hesitate to contact us for further information.

Best regards

Fox Department


VTS Consulting GmbH
Fox Department
Schumannstraße 65
60325 Frankfurt am Main

Tel: +49-69-972059-21
Fax: +49-69-972059-26
Martina Voigtländer-Tetzner
Amtsgericht: Frankfurt/Main
HRB 38472
St.-Nr. 047 247 94 722