F# Quant Developer

F# Quant Developer

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

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.

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