Bank Vontobel AG Zürich

Quantitative .NET (F#) Developer

Investment Banking

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.

Vontobel is a leading global firm with Financial Products, Wealth Management and Asset Management arms, and global group presence across Europe, the USA, the Middle-East and Asia. We also are a leading flow house, from delta1 and vanilla to structured exotics and 277mio revenues in the IB division in 2016. We operate the global Deritrade multi-issuer platform for structured products.

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.

As a Quantitative .NET (F#) Developer you will be responsible for the following Tasks:
  • 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 engineering

Your competences are:
  • 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

Mrs. Franca von Waldburg-Zeil, Corporate Human Resources, +41 58 283 54 67

We are looking forward to your online application.