Our client, an international company, invites highly motivated specialists to take up the following challenge.

Quantitative Analyst (m/f)

Tasks

• Design and development of software for financial simulations of markets, products, and investment strategies.
• Design and administration of an oracle database.
• Design and development of reusable component libraries in Java, Matlab, C++, C#, PL/SQL, and VBA.
• Support of financial engineering, product development, and market analysis activities.
• Design data schema for market and fund data.
• Set up data import/export into/from the database.
• Design and development of interfaces for the supply of financial data.
• Implementation of derivative pricing models and quantitative market analysis.
• Implementation and calibration of market models.
• Analysis of risk/return distributions of investment and hedging strategies.

Profile