FOX 
JOBS

current vacancies


24.10.2017

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

Softskils:

• Good communication skills
• resilient

Linguistic proficiency:

• Very good / Fluent in English
• Desirable: English

Details:

• 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


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VTS Consulting GmbH
Fox Department
Schumannstraße 65
60325 Frankfurt am Main

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