11 days ago

Senior Quantitative Analyst

Bank Vontobel AG

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Senior Quantitative Analyst

Investment Banking

Senior Quantitative Analyst

At 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.

Within our Zurich based Quant Team in the Investment Banking Division we are looking for a Senior Quantitative Analyst (80-100%).

Your challenge:

  • Efficient implementation of proprietary pricing models

  • Development of modern model methodology and its numeric

  • Re-engineering and optimization of current models and pricing processes

  • Optimization of our distributed computing engine

Your qualification:

  • Master Degree or PhD in Computational Science, Mathematics, Physics or equivalent

  • Minimum 5 years experience with developing, implementing and testing modern financial pricing methods

  • Several years of experience as quant analyst and expertise in developing and implementing modern exotic pricing models

  • Minimum 5 years experience with .NET(F#) and strong .NET framework knowledge

  • .NET internals knowledge

  • Strong experience in design of algorithms

  • Strong high performance computing and (numerical) optimization skills

  • Strong CUDA knowhow

  • Strong machine learning skills

  • Highly motivated teamplayer, willing to work hard and take on large responsibilities

Only direct applications desired.

Franca von Waldburg, Corporate Human Resources, +41 58 283 54 67

Take ownership and bring opportunities to life. Be Vontobel.