We are currently looking on behalf of one of our important clients for an F# Quant Developer. This role is a permanent position based in Zürich Canton.
Partake in the development of exotic pricing infrastructures/models.
Optimize pricing speed including GPU kernel development.
Re-engineer & optimize current processes.
Optimize a distributed calculation engine.
Highly proficient .NET(F#) programming skills.
Very good .NET framework knowledge.
Strong experience in the design of algorithms.
High performance computing & (numerical) optimization skills.
Functional programming expertise.
Financial model experience considered advantageous.
Masters Degree or PhD in Computational Science, Mathematics, Physics or equivalent.
Highly driven & team oriented.
Willing to work hard & take on big responsibilities.
Fluent English (spoken & written).
If you wish to apply, please send us your resume in Word format with some references.
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