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
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.