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Quantitative Developer

Harvey Nash IT Recruitment Switzerland

Posted on Feb 8, 2021 by Harvey Nash IT Recruitment Switzerland

Zürich, Switzerland
Accountancy
Immediate Start
Annual Salary
Contract/Project



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.


Quantitative Developer



  • Location: Zurich, Switzerland

  • Sector: Banking

  • Duration: End of 2021, extension possible


Job Description:


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


Requirements:



  • 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


Preferable:



  • 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.




Reference: 1088281991

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