Duration: start negotiable
We offer a Quant Engineer position for a dedicated Quant with a minimum of a half year prior internship experience up to a maximum of 4 years of full time work experience.
The focus of the quant work is on methodologies in Derivatives Risk and Pricing. Depending on your level of seniority this includes designing and implementing risk and pricing models, developing and improving computational methods as well as optimization frameworks in financial markets and derivatives contexts.
You will work on dedicated client projects for the development of cutting edge methodologies for major international clients (clients are based in Europe, the US and Asia) focusing on the following areas:
Derivatives Risk Management
Your tasks will include modelling and simulation of quant methods in Python and/or Java (Java is not a required skill). This requires a high level of functional skills which you will contribute as a team member. Your personal success will depend equally on your ability to conceptualize and develop state-of- the-art models as well as your ability to function well within a team.
You are keen on applying your quantitative skills in a dynamic market requiring innovative products driven by real business needs. You are looking for the opportunity to experience personal growth by leveraging your in-depth ability to develop relevant quantitative models. In addition we expect:
Higher university degree (PhD, MSc or equivalent) in engineering, mathematics, physics or a quantitative finance discipline preferable from a tier-one university
Strong technical skills built on at least 2 years of experience in a quantitative field in finance or quant modelling
High financial acumen and understanding of financial markets and financial products
Computer programming skills in Python (and/or Matlab), Java is a plus
Fluency in English is required, German is a plus