#Вакансия Тут ищут фшарп разработчика. I hope all is well.

Question

#Вакансия Тут ищут фшарп разработчика. I hope all is well.

I wanted to catch-up with you in regards to a C#/F# Quant Dev role I am working across. The position is based in Zurich, please find the spec below and let me know the best time to call?

Quantitative .NET (F#) Developer
At Vontobel, we are committed to actively shaping our future. We create and pursue investment opportunities that get our clients ahead. As a global financial service provider with Swiss roots, we specialize in wealth management, active asset management and investment solutions that fit.

We also are a leading flow house, from delta1 and vanilla to structured exotics and 277mio revenues in the Investment Banking division in 2016. We operate the global Deritrade multi-issuer platform for structured products.

For our Business Unit FP Engineering & Development within our Division Investment Banking we are looking for a Quantitative Developer for the team Quant Group & Model Integration Equity in Zurich.

Currently we expand our full in-house exotic pricing library to serve our existing and growing large exotic flow and to expand into a global leader in the exotic segment.

Your challenge:
l Development of exotic pricing infrastructure/model
l Optimization of pricing speed including GPU kernel development
l Re-engineering and optimization of current processes
l Optimization of our distributed calculation engine

Your qualification:
l Master Degree or PhD in Computational Science, Mathematics, Physics or equivalent
l Strong .NET(F#) programming skills
l Strong .NET framework knowledge
l Strong experience in design of algorithms
l Strong high performance computing and (numerical) optimization skills
l Functional programming skills
l Financial model experience is not required but a plus
l Highly motivated teamplayer, willing to work hard and take on large responsibilities

#fsharp #programming #russian

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26.10.2017

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Romɑn Melnikov · Accepted Answer

Romɑn Melnikov

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26.10.2017

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#Вакансия Тут ищут фшарп разработчика. I hope all is well.

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