Quantitative Developer Quantitative Developer …

Bank Vontobel AG
in Zurich, Switzerland
Permanent, Full time
Last application, 18 Jan 22
Competitive
Bank Vontobel AG
in Zurich, Switzerland
Permanent, Full time
Last application, 18 Jan 22
Competitive
Quantitative Developer
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 interactive applications.

Within our international Quant team we are looking for a highly motivated Quantitative Developer who enjoys challenging mathematical modelling and software engineering projects across our in-house derivative pricing library, high-performance computing grid in the Cloud, and cutting-edge risk management tools for our trading desks.

Vontobel is a future-oriented financial institution. Investment opportunities that drive our clients forward, global financial services provider with Swiss roots, asset management, active asset management and tailor-made investment solutions are our assets.

Your opportunity
  • Developing and implementing state-of-the art derivative pricing models, optimization tools, and marking methodologies across asset classes
  • Leveraging our functional technology stack (F#, .Net, Redis, Azure, etc) to optimize pricing loads towards our high-performance computing grid in the Cloud
  • Collaborating closely with the development and trading teams in an agile environment


You bring
  • 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 and a general enthusiasm for programming
  • Proficient in one or more modern programming languages (preferably F#)
  • Preferred: Experience with modern application lifecycle management tools (Git, Visual Studio/Visual Studio Code)


Your are
  • 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 applying to Vontobel. We will carefully review your application and will respond to you in a timely manner.

At Vontobel, we are an equal opportunity workplace. We are committed to equal employment opportunity regardless of race, color, ancestry, religion, sex, national origin, sexual orientation, age, citizenship, marital status, disability or gender identity.
We value the many voices within our teams and are committed to creating an environment where everyone who wants to be part of our performance culture can be themselves. It is based on mutual respect and zero tolerance for any form of discrimination.

If you have any questions you can contact us through our contact form .
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