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Investment Banking

Quantitative .NET (F#) Developer


At Vontobel, we are committed to actively shaping our future. We create and pursue investment opportunities that get our clients ahead. As a global financial service provider with Swiss roots, we specialize in wealth management, active asset management and investment solutions that fit.

We also are a leading flow house, from delta1 and vanilla to structured exotics and 277mio revenues in the Investment Banking division in 2016. We operate the global Deritrade multi-issuer platform for structured products.

For our Business Unit FP Engineering & Development within our Division Investment Banking we are looking for a Quantitative Developer for the team Quant Group & Model Integration Equity in Zurich.

Currently we expand our full in-house exotic pricing library to serve our existing and growing large exotic flow and to expand into a global leader in the exotic segment.
 

Your challenge:

  • Development of exotic pricing infrastructure/model
  • Optimization of pricing speed including GPU kernel development
  • Re-engineering and optimization of current processes
  • Optimization of our distributed calculation engine

 

Your qualification:

  • Master Degree or PhD in Computational Science, Mathematics, Physics or equivalent
  • Strong .NET(F#) programming skills
  • Strong .NET framework knowledge
  • Strong experience in design of algorithms
  • Strong high performance computing and (numerical) optimization skills
  • Functional programming skills
  • Financial model experience is not required but a plus
  • Highly motivated teamplayer, willing to work hard and take on large responsibilities
Contact:
Franca von Waldburg-Zeil, Corporate Human Resources, +41 58 283 54 67

Take ownership and bring opportunities to life. Be Vontobel.
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