Quantitative Analyst in Derivative Trading

Job content

Design and implement quantitative tools and services to support our derivative trading desks (Equities and FX)

Work on the implementation of derivative pricing models and their integration into our risk management systems

Contribute to projects that span multiple teams and stakeholders

Coordinate with Risk and IT departments for validation and integration

Requirements

Ph.D. or Master’s degree in a quantitative discipline (Mathematics, Physics, Engineering or Quantitative Finance)

Strong knowledge of financial mathematics, probability theory and stochastic calculus

Strong programming skills in at least one compiled language; good knowledge of Scala and the Java ecosystem would be a plus

Relevant professional experience in a similar role, preferably in a bank or hedge fund company

Knowledge of FrontArena and/or Murex would be beneficial

Excellent oral and written communication skills in English,

German would be a plus

Strong team player, proactive and hands-on attitude, ability to deliver on time and work under pressure