- Efficient implementation of proprietary pricing models
- Development of modern model methodology and its numeric
- Re-engineering and optimization of current models and pricing processes
- Optimization of our distributed computing engine
- Master Degree or PhD in Mathematics, Physics, Computational Science or equivalent
- Experience with developing, implementing and testing modern financial pricing methods
- Several years of experience as quant analyst and expertise in developing and implementing modern exotic pricing models
- Strong high performance computing and (numerical) optimization skills
- Attention to detail, accuracy and timely delivery
- Strong functional programming skills
- Strong .NET framework knowledge
- Highly motivated teamplayer, willing to work hard and take on large responsibilities
Only direct applications desired.
Franca von Waldburg, Corporate Human Resources, +41 58 283 54 67
Take ownership and bring opportunities to life. Be Vontobel.