Senior Quantitative Analyst

Infastage
  • Post Date: October 31, 2019
  • Applications 0
  • Views 235
Job Overview

Support the analytics on the trading desk
Work on pricing models for FX derivative products
Improve the risk management of these products
Contribute to projects and develop simple tools and services for the trading desks
Interface with Risk Management and IT for validation and integration
Job requirements

Minimum 3 years of experience in FX derivatives modeling in the banking industry
M.Sc., MAS or Ph.D. in a quantitative discipline (Mathematics, Physics, Engineering or Quantitative Finance)
Strong knowledge of financial mathematics, probability theory and stochastic calculus
Experience in the implementation of Local Stochastic Volatility models and of numerical methods (PDE solvers, Monte Carlo, etc.)
Good knowledge in time series analysis, machine learning, statistical models would be a plus
Strong object oriented programming skills, in particular Scala and/or Java
Strong communication skills, proactive, ability to quickly deliver and work under pressure
Job Detail
  • Offerd Salary120,000 CHF
  • Career LevelOthers
  • Experience5 Years
  • GenderBoth
  • INDUSTRYFinance
  • QualificationMaster’s Degree
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