Senior Quantitative Engineer
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 Quant team in the Structured Solutions and Treasury Center of Excellence we are looking for a Quant Engineer who enjoys developing and managing our proprietary risk man-agement tools, service layer, and our high performance computing grid. The candidate is keen on sharing new ideas and driving continuous improvement at all times. The international team is responsible for developing and maintaining the exotic derivatives pricing library, high per-formance computing grid and risk management tools, thereby playing a key role in Vontobel’s Structured Products business.
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 as-set management and tailor-made investment solutions are our assets.
- Designing and implementing the service layer linking our structuring business with our internal pricing library
- Optimizing pricing load towards our high performance compute cluster
- Extending our structuring and risk management platform
- Implementing and testing compute cluster software solutions in the area of production, lifecycle management, and trading financial instruments both on-prem and in the cloud
- Collaborating closely with the development teams and business in an agile environment
- Guaranteeing a flawless application operation
- Taking on support tasks
- 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
- Proficient in one or more modern programming languages (preferably F# )
- Experience with modern application lifecycle management tools (Git, Visual Studio/Visual Studio Code)
- Preferred: Good understanding of Rest API, Experience in functional programming
- 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
Thank you for the time to consider Vontobel. We appreciate you taking the time to submit your application. Our Talent Acquisition team will carefully assess your application and will respond to you in a timely manner.
If you have any question you can contact us through our contact form.
LocationZürich / Bleicherweg 21