Posted on Feb 8, 2021 by Harvey Nash IT Recruitment Switzerland
For our client, a Swiss Bank, we are looking for a for a Quantitative Developer until then end of 2021 with the possibility of extension in Zurich, Switzerland.
- Location: Zurich, Switzerland
- Sector: Banking
- Duration: End of 2021, extension possible
As a Senior Murex Quant Developer, you will be part of the Quant Analysis and Development team.
You'll be in charge of:
- 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 our pricing/risk models
- Helping in new model testing/validation
- Assisting the first line support team in analysing production issues
- Liaising with Vendor for bug fixes and follow up
- Msc in Quantitative Finance, Computer Science or related field
- Murex Flex API (FX, Stream and Vol)
- C++ Expert
- Strong knowledge in FX Options (pricing and risk management)
- Strong overall knowledge of Murex System V3.1(risk views, pre-trade/post trade workflows, datamart ...)
- 2 or 3 years Python experience
- Excellent analytical skills, detail and quality oriented
- Programming experience with Java, Scala SQL Querying or database experience is highly desired Schell Scripting
- Dash Plotly
- Ability to demonstrate a good understanding of other asset classes including equities and Fixed Income
Please apply online or contact Nadja directly.