F# Quant Developer

F# Quant Developer

#19277636 | 03 August, 2017
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Location
Zurich Canton, Switzerland
Type of position
Permanent
Required years of experience
2 to 5 years
Required languages
English - Fluent
Educational requirements
Required skills
Categories
.NET Other
Description

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.

 

Your role:

 

  • 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.

 

Your Skills:

 

  • 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.

 

Your Profile:

 

  • 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.

You can also register on our website which will allow you to receive other exclusive and confidential job offers.

 

Please Login or Register to apply for this job