Quantitative .NET (F#) DeveloperAt Vontobel, we are committed to actively shaping our future. We create and pursue investment opportunities that get our clients ahead. As a global financial service provider with Swiss roots, we specialize in wealth management, active asset management and investment solutions that fit.
We also are a leading flow house, from delta1 and vanilla to structured exotics and 277mio revenues in the Investment Banking division in 2016. We operate the global Deritrade multi-issuer platform for structured products.
For our Business Unit FP Engineering & Development within our Division Investment Banking we are looking for a Quantitative Developer for the team Quant Group & Model Integration Equity in Zurich.
Currently we 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.
- 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 engine
- 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
Franca von Waldburg-Zeil, Corporate Human Resources, +41 58 283 54 67
Take ownership and bring opportunities to life. Be Vontobel.