Quant Developer (.NET F#) (m/f)

  • Competitive
  • Zurich, Switzerland
  • Permanent, Full time
  • Swisslinx
  • 16 Aug 17

Quant Developer (.NET F#) (m/f)

About our client
Our client is a renowned Swiss Bank.

On behalf of our client, Swisslinx is currently looking for a Quant Developer with a strong experience in .NET F# to be part of the project to expand in-house exotic pricing library.

This is a permanent position based in Zurich.

Your mission
- Development of exotic pricing infrastructure/model
- Optimization of pricing speed including GPU kernel development
- Reengineering and optimization of current processes
- Optimization of our distributed calculation engineering

Your background
- Technical Degree (Uni, ETH, FH) - MSc or PhD
- Experience working with .NET framework with F#
- Functional programming skills
- High performance computing and optimization skills
- Experience working with financial models
- Experience working with design of algorithms
- Fluency in English and conversational German skills

What's on offer
- Work in a prestigious Swiss bank and redefine business to expand into a global leader in the exotic segment
- Opportunity to provide technology solutions and support the business
- Great working environment