Quantitative Developer recruitment
Global Financial Products AG is an independent financial intermediarywith branch offices in Pfäffikon SZ and Lausanne.
Your role will consist in developing and implementing mathematical and statistical models for our proprietary quantitative tools. The development will strongly focus on Quantitative Risk Management methods and on pricing of exotic derivatives for different asset classes. The implementation will be done in C++.
The quantitative research is considered as a priority within Global Financial Products AG in order to provide our clients with the best services. You will find a motivating atmosphere, an enjoyable working environment and a competitive package.
Required:
- M.Sc. or PhD in Computer Science, Physics or Mathematics
- Many years of proven experience with C++ programming for quantitative projects (not necessarily related to finance)
- Strong knowledge and use of Statistics, Probabilities and Scientific Calculus
- Strong knowledge and use of the library Boost
- Proven experience in architecting a system
- Fluency in English and in French and/or German
Preferable:
- At least 1 year of professional experience
- Good knowledge and use of Parallel computing
- Good knowledge and use of the following libraries: QuantLib, Cuda SDK
- Knowledge and use of the following computing languages: Java, C#, VBA, SQL, PHP
- Knowledge and use of Finance and Financial Mathematics
July 2, 2012
• Tags: Quantitative Developer recruitment, Risk Management careers in the Switzerland • Posted in: Financial