Quantitative .NET (F#) Developer

Banking, Finance, Audit & Advisory, Risk Management
Salary negotiable
Contract Type:
Mid-Senior, Senior

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, looking to 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


  • 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

Additional Information

If interested in this job opportunity, you will need to submit a cv with a cover letter, and as it is usual in Switzerland a copy of your diplomas and certification. The salary for this role has not been announced as this will be decided upon your experience.

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