Quantitative Developer

Are you ready to become a part of the ongoing transformative journey while at the same time building up your own skill set both on a technical as well as a personal level? Do you enjoy keeping your fingers on the pulse of technology?

We invest in people who create opportunities to deliver the client experience of tomorrow. You should therefore be able to translate our customer needs into functional, attractive inter-active applications.

Within our international Quant team in the Structured Solutions and Treasury Center of Excellence we are looking for a highly motivated Quantitative Developer who enjoys exciting development opportunities in the intersection between mathematics and technology through projects across our in-house derivative pricing library, high-performance computing grid in the Cloud, and cutting edge risk management tools for our trading desks.

Vontobel is a future-oriented financial institution. Investment opportunities that drive our cli-ents forward, global financial services provider with Swiss roots, asset management, active asset management and tailor-made investment solutions are our assets.

Your opportunity

  • Developing and implementing state-of-the art derivative pricing models and marking methodologies across asset classes
  • Leveraging our functional technology stack (F#, .Net, Redis, Azure, etc) to optimize pricing loads towards our high-performance computing grid in the Cloud
  • Collaborating closely with the development teams and business in an agile environment 

 

You bring

  • Quantitative background with proven track-record in derivative modeling (experience with Monte Carlo simulation, PDE pricing, and advanced model calibration routines)
  • Solid software engineering skills and a general enthusiasm for programming
  • Proficient in one or more modern programming languages (preferably F# )
  • Preferred: Experience with modern application lifecycle management tools (Git, Visual Studio/Visual Studio Code)

Your are

  • Very keen on new technologies and flexible in your choice of tools
  • A strong team player and enjoy sharing and reviewing ideas
  • ­Willing to engage in a changing and flexible environment, with the ability to question the status quo, at the same time able to inspire the team to make change a team accomplishment

 

Vielen Dank für das Interesse an Vontobel. Wir schätzen es sehr, dass Sie sich die Zeit nehmen, Ihre Bewerbung einzureichen. Unser Recruiting Team wird Ihre Bewerbung sorgfältig prüfen und Ihnen zeitnah antworten.

Für allfällige Fragen kontaktieren Sie uns über das Kontakt Formular.

 

Standort

Zürich / Bleicherweg 21