7 meilleures offres (python developer, switzerland) (à pourvoir)

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Head of Protocol - Arkiv
Golem Network —Home Office
You might be debugging production issues while others sleep - and then making sure it doesn't happen again. Track record of profiling, optimizing, and shipping…

Je souhaite recevoir la dernière alerte Emploi pour les postes de ce type : python developer (switzerland)

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Senior Derivatives Quantitative Analyst

Bank J. Safra Sarasin AG -
Bâle, BS

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Détails de l'emploi

100% | Temps de travail : 90-100%
Il y a 11 jours

Qualifications

Français
Tarification
Anglais
Recherche
Bloomberg
.NET
Esprit d'analyse
C++
Niveau Licence
Gestion des risques
VBA
Compétences en communication
Python
Allemand

Description complète du poste

Basel, CH
Full-time
Unlimited

Your Role

As Senior Derivatives Quantitative Analyst at Bank J. Safra Sarasin you are an experienced developer of pricing/risk management models for derivatives (EQ/FX/IR/Credit) and provide validation of 3rd party pricing libraries and participation in development of in-house pricing algorithms for integration into our grid computing pricing architecture system.

Your Responsibilities

Maintain, develop and implement pricing library models
Provide prototype solutions and work through implementations
Review and improve current models of pricing, hedging and risk figure representation
Build test cases to empower regression tests
Identify potential issues, risks and room for optimization
Do background research

Your Profile

University degree in a highly quantitative field (Mathematics, Statistics, Physics, or Computer Science), or completed apprenticeship or similar banking education
3 years of practical experience in the field of quantitative analysis in a Bank
Proficiency in Python and C++. (VBA/.Net is an advantage) combined with deep expertise in numerical analysis and probability calculation
Familiarity with Front Arena Prime is advantageous; experience with Bloomberg, Reuters, or other real-time Trading/Risk Management systems is highly valued
A test-driven approach with a strong affinity to understand and solve complex quantitative problems, backed by exceptional analytical and problem-solving capabilities
Excellent communication and presentation skills with a hands-on mentality, capable of working independently and collaborating effectively with diverse stakeholders
Fluent in English; German and/or French is a plus

Your Benefits

Entrepreneurial spirit in a family owned bank

Central city office locations across Switzerland

Above average insurance coverage fully borne by the bank

Contribution to health insurance and meal allowance

Global growth strategy and stable environment

Competitive offering

About us

As a leading sustainable private bank, we offer dynamic and personalized services in investment advisory and asset management for private and institutional clients. Our success depends on the enthusiasm and commitment of our employees and we value each person with their unique technical expertise, professional qualifications and social skills.

We are successfully operating for more than 180 years across 30 locations worldwide and offer our employees the chance to be a part of our success. Our employees are our most valuable asset, we are proud of our unique culture that fosters entrepreneurship and is fueled by a high team spirit and the positive attitude of each individual. Join our international team and be part of the next chapter of the J. Safra Sarasin Group.

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Senior Derivatives Quantitative Analyst

Head of Protocol - Arkiv

Head of Test Lab

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Je souhaite recevoir la dernière alerte Emploi pour les postes de ce type : python developer (switzerland)

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