Quantitative Analyst – Credit Analytics # 083872
Zurich (Zürich District) IT development
Job description
· An opportunity to join our analytics development team which develops a sophisticated Quantitative Library with state-of the art financial models
· A position working on the development and implementation of advanced Counterparty Credit Risk and exposure models where your work will have a direct impact on the bank's capital and derivatives trading
· A position in a highly motivated team which sets a high standard for software development practices and publishes papers on their analytics work
· Opportunity to write analytics software which is deployed in a distributed computing environment, also you will be given opportunities to participate in the systems design phase and model development
· A mature production environment with Test Driven Development, continuous integration and dedicated development farms
· Support from your team and manager in learning the Quantitative library and the various systems it interacts with
· Chance to collaborate with other Risk groups, Front Office Quants, Front Office Devs and IT.
Desired profile
· A University degree in Computer Science, Engineering, Physics or Maths (Master or PhD)
· Strong development skills in C++ or other object oriented languages (Java or C#)
· Knowledge of object oriented design principles
· Understanding of financial products and quantitative models
· Strong analytical, problem solving skills and ability to work independently
· Ability to learn and apply learning quickly
· Relevant experience in Risk Management or Front Office would be considered a plus
· Knowledge of Python is desirable but not required
· Excellent team player
· Fluency in English
*LI-CSJOB*
Mr. N. Scialom would be delighted to receive your application.
Please apply via our career-portal.