Matlab Developer - Finance - Banking - Switzerland - Contract!

Posted on Mar 12, 2019 by Coopers Group GmbH

Basel, Basel Switzerland
Information Technology
1 Apr 2019
Annual Salary
Contract/Project

Matlab Developer required, to work on a long term project for our Banking Client in Switzerland.

Background:

Our Banking Client has developed an asset allocation system with functionality for time series modelling, yield curve estimation, asset return projection and portfolio optimization. This system is implemented using functionality for graphical user interfaces (GUIDE) in Matlab. In order to improve and extend the engine and the user interface, our client is looking for an onsite, Full time IT consultant for the 12 months starting 1 April 2019.

Main Tasks:

  • Following an analysis of the current code base, the consultant is expected to receive a set of projects including, but not limited to:
  • modifying and enhancing the code library (eg receiving new code on an ad hoc basis and plugging it into the greater engine; optimizing code to reduce execution time, etc.);
  • integrating new methodologies developed by our Client into the core software;
  • optimizing the graphical user interfaces to improve the user experience.

Main Skills required:

  • preferably, a Master's or PhD degree in econometrics/statistics, (financial) mathematics, computer science or a related quantitative field;
  • Matlab programming as a core competency, with a particularly strong background in function development and integration into pre-existing engines;
  • Business level English skills, both oral and written.

Desirable Skills:

  • Some experience with developing and/or working with graphical user interfaces (whether in Matlab or a different language);
  • Experience (through internships or a previous role) in model development or validation, or relevant academic experience;
  • Object-oriented programming;
  • Experience in collaboration environments such as TFS, GitHub or GitLab.

Location: Basel - Switzerland
Duration: April 2018 till March 2019 (evtl. option for extension)

For further information, please send us your updated CV with availability and contact details.

Reference: 668708834

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