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Job ID: 36278
Job Openings by Title Senior Quantitative Analyst
Location Switzerland
Description:
Position:	Senior Quantitative Analyst

Company:	Bank or Investment Advisor

Location:	Switzerland

Job ID:		36278


Responsibilities:

- 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.

Qualifications:

- Minimum 3 years of experience in FX derivatives modeling in the banking industry.
- M.Sc., MAS or Ph.D. in a quantitative discipline.
- Strong knowledge of financial mathematics, probability theory and stochastic calculus.
- Experience in the implementation of Local Stochastic Volatility models and of numerical methods.
- 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.



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