In today’s harsh economic environment, IT departments are facing more and more challenges. Budgets are slashed, there is a lack of qualified staff but nevertheless – urgently required projects still have to be delivered at short notice and within tight deadlines. This is where ITech Consult can offer you quick, highly targeted and cost-effective support, so you can make the most out of your budget.
You are a freelance computer expert and do not want to spend your time looking for new projects? Then just send us your application – because we know where your skills are needed! When it comes to recruiting IT staff, numerous prestigious organisations count on us. We will negotiate the best possible contract terms on your behalf and support you professionally – before and during your new assignment. Benefit from our comprehensive assistance during the recruitment stage and leave administrative matters to us. This way, you can make the most of your valuable time.
We are currently seeking an experienced Senior Quantitive Developer for a Leading Financial services client in Zürich. Working as part of the Quant Analysis and Development team you will Develop and maintain pricing and risk management tools
Key Tasks:
Analytics integration into Murex using the FLEX API
Developing new tools for pricing and risk management
Liaising with Traders/Sales for new payoffs developments and enhancing pricing/risk models
Helping in new model testing/validation
First line support team in analysis of production issues
Liaising with Vendor for bug fixes and follow up
Requirements:
3-5 years’ experience as a Quant Developer
Msc in Quantitative Finance, Computer Science or a related field
C++ Expertise
Strong knowledge and experience of Murex Flex API (FX, Stream and Vol)
Broad know-how in the area of FX Options (pricing and risk management)
Strong overall knowledge of Murex System V3.1 (risk views pre-trade/post trade workflows, DataMart)
2-3 years of practical Knowledge and experience of Python
Programming experience with Java, Scala SQL Querying or database experience is highly desired
Personal Skills Sought:
You will have strong interpersonal and communication skills with the ability to demonstrate a good understanding of other asset classes, including equities and Fixed Income
Sollte diese Position Ihr Interesse geweckt haben, senden Sie uns bitte Ihr komplettes Dossier via den Link in dieser Anzeige. Falls diese Position nicht so gut zu Ihrem Profil passt und Sie sich wünschen, andere Position direkt zu erhalten, können Sie uns Ihr Dossier ebenso via diese Anzeige oder an jobs[at]itcag[dot]com zukommen lassen. Kontaktieren Sie uns für weitere Informationen über unser Unternehmen, unsere Positionen oder unser attraktives Payroll-OnlyProgramm: +41 41 760 77 01.
We use cookies on our website to give you the most relevant experience by remembering your preferences and repeat visits. By clicking “Accept”, you consent to the use of ALL the cookies. Read More
This website uses cookies to improve your experience while you navigate through the website. Out of these cookies, the cookies that are categorized as necessary are stored on your browser as they are essential for the working of basic functionalities of the website. We also use third-party cookies that help us analyze and understand how you use this website. These cookies will be stored in your browser only with your consent. You also have the option to opt-out of these cookies. But opting out of some of these cookies may have an effect on your browsing experience.
Cookie
Type
Duration
Description
cookielawinfo-checkbox-necessary
session
1 year
Records the default button state of the corresponding category. It works only in coordination with the primary cookie.
cookielawinfo-checkbox-non-necessary
session
1 year
viewed_cookie_policy
session
1 year
Is the primary cookie that records the user consent for the usage of the cookies upon accept and reject. It doesn't track any personal data and is set only upon user action (accept/reject).
_ga
third party
2 years
This cookie is installed by Google Analytics and collects information on how users interact with the website. The cookies store information anonymously and assigns a randomly generated number to identify unique visitors. It is used to distinguish users.
_gat
third party
1 minute
Google Analytics cookies to track users as they navigate the website and help improve the website's usability.
_gid
third party
24 hours
This cookie is installed by Google Analytics and collects information on how users interact with the website. The cookies store information anonymously and assigns a randomly generated number to identify unique visitors. It is used to distinguish users.
Necessary cookies are absolutely essential for the website to function properly. This category only includes cookies that ensures basic functionalities and security features of the website. These cookies do not store any personal information.
Any cookies that may not be particularly necessary for the website to function and is used specifically to collect user personal data via analytics, ads, other embedded contents are termed as non-necessary cookies. It is mandatory to procure user consent prior to running these cookies on your website.
