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            <id>http://www.quantfinancejobs.com/</id>
            <title>Latest jobs: Quantitative Analysis Quant Jobs in Zurich, Switzerland | QuantFinanceJobs.com</title>  
            <subtitle>Latest jobs: Quantitative Analysis Quant Jobs in Zurich, Switzerland ()</subtitle>
            <link href="http://www.quantfinancejobs.com/jobs/webfeeds/atom.aspx" rel="self" />  
            <link href="http://www.quantfinancejobs.com/jobs/" />  
            <updated>2013-05-25T19:35:09Z</updated> 
      
            <entry>  
                <title>Cross Asset Quantitative Analyst - Paris, France, Amsterdam, Netherlands, Zurich, Switzerland, London, United Kingdom, Pfaffikon, Switzerland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14110</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14110" />  
                <updated>2013-05-08T17:55:25Z</updated>  
                <summary type="html"><![CDATA[I have been retained by a Tier 1 investment bank to source a Mid-Senior Level (3-7 years’ experience) Cross Asset Quant Analyst to join a Front Office Trading Team. The successful candidate will be primarily responsible for the development and implementation of models used for the risk management and pricing of multi asset products and be directly reporting to one of the Senior Managing Directors.

As a Quantitative Analyst, you will sit alongside other quants and traders working entirely in the Front Office. You will support the senior traders on the desk and clarify model performance and results to them.

Summary of skills required:

- PhD/ Postdoc ( Ideally Maths or Statistics) from red brick university or equivalent and proven practical usage of this theoretical knowledge

- Strong analytical and pragmatic approach to problem solving

- Understanding of derivative products (non asset specific)

- Some knowledge of an object-oriented programming language (C++/Java/C#)

- A thorough understanding of mathematical models used to price financial derivatives.

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0203 402 6902 / 07748 461 142 or email a.booker@westbourne-partners.com.

Westbourne Partners have recently launched our new website with a number of new vacancies, please visit the website to get more information about our current live requirements www.westbourne-partners.com and follow us on twitter www.twitter.com/westbournep]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Senior IRD Quant Developer - Paris, France, Zurich, Switzerland, London, United Kingdom, Pfaffikon, Switzerland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14109</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14109" />  
                <updated>2013-05-08T17:53:16Z</updated>  
                <summary type="html"><![CDATA[My client is a highly esteemed, global buy-side institution who has won multiple awards and boasts some of the most intelligent minds in the global financial industry.

The firm currently seeks a senior quantitative developer in the rates space to be based in London and work directly with the head of the rates modelling team. The role will be split between rates modelling, curve building, stochastic/mathematical process as well as the development (in C++) of the analytics framework used throughout the firm.

The successful candidate must have:
-Advanced Degree from a top university in Maths, Physics, Comp Science or equivalent
-Extensive C++ programming experience
-Advanced knowledge of the Rates business – Curve Building, SABR volatilities, LMM/HJM etc.
-Strong Mathematical skills – Stochastic processes / concepts.
-Ability to communicate effectively with various teams across the UK and the US.
-Ability to lead and mentor more junior members of the team.

This is a business critical role and an urgent hire. Candidates must be willing to conduct an extensive interview process and MUST have each of the above listed skills in order to be considered.

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on  0203 402 6902/ 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Front Office FX Quant Developer - Paris, France, Amsterdam, Netherlands, Zurich, Switzerland, London, United Kingdom, Pfaffikon, Switzerland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14108</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14108" />  
                <updated>2013-05-08T17:43:00Z</updated>  
                <summary type="html"><![CDATA[One of my IB client's is looking for a Front Office Quantitative Developer to join their growing FX Derivatives team.

The successful candidate will come from a numerate of computational background, having achieved at least a Master's from a top tier educator. You will also have strong experience in C++ and be familiar with the FX markets. Experience developing on Linux is preferable. 

As a member of this team you will be working towards restructuring and upscaling the current architecture of the pricing & analytics library. This involves all aspects of the library, from modelling parameters to market & trade data. 

This role will effectively provide new functionality to the business. You will also be collaborating with the traders and members of the IT teams. 

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on  0203 402 6902/ 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.




]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Quantitative Developer - Library Quant / Investment Bank URGENT REQUIREMENT - Paris, France, Zurich, Switzerland, London, United Kingdom, New York, United States, Pfaffikon, Switzerland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14097</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14097" />  
                <updated>2013-05-08T09:54:49Z</updated>  
                <summary type="html"><![CDATA[ Tier 1 Investment Bank is looking for a mid-level Cross-Asset Financial Engineer to work on the cross-asset financial library that is instrumental to a number of trading functions within the bank.  

As a member of this team you will be responsible for the integration of the pricing libraries and implementation of the next generation multi-asset environment, among other responsibilities

This is an exciting role as you will have the opportunity to support a number of trading functions within a number of different asset classes, thus giving you visibility to areas of the business you would not normally be exposed to.

Key Skills:

-          A high level numerate degree (MSc or higher)

-          3+ years C++/Java programming experience.

-          2+ years working in front office.

-          Experience working on Multi Asset Monte Carlo (advantageous)

-          Experience Implementing Stochastic Volatility Models

-          Supporting the traders

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0203 402 6902 / 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners have a number of similar jobs within Quantitative Analytics at a number of financial companies, please send in a resume and we can get in contact with any suitable position.]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Junior Quant Trader/Researcher - Prop Fund - Paris, France, Amsterdam, Netherlands, Zurich, Switzerland, London, United Kingdom, New York, United States, Pfaffikon, Switzerland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14095</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14095" />  
                <updated>2013-05-08T09:45:19Z</updated>  
                <summary type="html"><![CDATA[The successful candidate will sit on the trading floor alongside the traders. ( At The Company, there aren't formal hierarchies or job titles, and everyone works for the growth of the firm, rather than their individual business group, all employees work in collaborative teams and interact with many areas of the firm and its business); you will be helping them form trading strategies to contribute to our high frequency/systematic trading efforts. (Unlike a traditional hedge fund, The Company’s focus is on trading, not investing. We don't raise money from outside investors, and we don't have clients or customers).



The successful candidate will have the following skills:



·         Excellent quantitatively, with a strong understanding of probability and statistics

·         An effective communicator in a close-knit team setting

·         Motivated, competitive and eager to learn and teach

·         Able to solve new problems quickly in the hectic environment of a busy desk or exchange floor

·         Excited to engage in impromptu and exploratory debate on trading strategy and risk

·         Strong mathematical and analytic skills. There's no specific checklist, but we draw on ideas from everywhere we can, so we value interest and experience in a range of scientific and technical fields.

·         The ability and desire to write good code. You will at times be required to use your programming skills to build trading tools.

·         Some research experience. This doesn't mean a Ph.D. is a job requirement, but you should have developed good taste in research topics and the ability to do productive work.

·         Previous experience or course work in finance, business, or economics is not required. We're more interested in how you think and learn than what you know…

You will be actively working on trades every day, so you will always be occupied; whether it be programming and building tools to aid our traders and platforms, or simply help with building trading strategies. We don’t have captive customers, so we have to win by being better than the competition every day.

And we’re still small enough that there are countless unexplored opportunities; we’ve always been in the position of having more trading ideas to pursue than people to execute them. The majority of hedge funds are growing by having more capital under management, we on the other hand believe that hiring and training exceptional people, will help us to grow even further.

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on 0203 402 6902 or email abooker@westbourne-partners.com.

Westbourne Partners have a number of similar jobs within a number of financial companies, please send in a resume and we can get in contact with any suitable position.]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Commodities Front Office Quant Analyst - Paris, France, Zurich, Switzerland, London, United Kingdom, New York, United States, Stamford, United States, Pfaffikon, Switzerland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14093</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14093" />  
                <updated>2013-05-08T09:40:04Z</updated>  
                <summary type="html"><![CDATA[Tier 1 Investment Bank is looking for two VP level Quantitative Analysts to work on the FO Commodities Desk. 

As the successful candidate you will be responsible for supporting the global commodities corporate business. This includes desks trading Oil, Power, Gas, Coal, Agricultures, Emissions and Base metals. You will be responsible for developing a greenfield C++ derivatives analytics library providing derivative pricing and risk management to the front office. 

You will also work closely with the traders to develop spread sheets which enable efficient pricing and risk management. 

The successful candidate will have the following skill set: 

-	Experience working on Commodity derivatives (3 years+ Flow or Exotic)
-	Excellent communication skills (previous experience working with traders advantageous) 
-	Experience building in house risk management 
-	Very good C++ 
-	3-5 years working experience within a front office capacity. 

If you feel that you have the desired skills and would like to discuss in further detail please either call Ariel Booker on  0203 402 6902/ 07748 461 142 or email your CV to abooker@westbourne-partners.com.

Westbourne Partners - Quantitative Analytics have a number of similar roles within a large number of financial institutions, please send in a resume and we can get in contact with any suitable position.
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Senior Power Markets Quant Engineer/ Zurich/ $Negotiable - Zurich, Switzerland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14055</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14055" />  
                <updated>2013-04-23T14:01:13Z</updated>  
                <summary type="html"><![CDATA[Leading fund in Zurich are looking to hire a Senior Quant specialized in energy.

Responsibility:-

You will be expected to work in the research, development and delivery of quant tools and services for their clients in the power markets.  They are looking for an entrepreneurial, self-starter with an engineering background, eager to provide solutions in structured energy, such as optimization of pump storage plant, hedging in illiquid markets, fundamental market modelling, risk modelling & management, ETRM processes & consulting, gas tolling agreement pricing, plant valuation, optimal dispatch, and energy derivative pricing. 
In addition to excellent technical capabilities, project management skills and sufficient IT and programming know-how, you will be required to contribute business development and client relationship management. Specifically, this part of your job will include client acquisition, and client facing work. Assistance in the sales and marketing of our decision support systems is therefore a part of the job description and you are expected to possess strong written and oral communication skills. 


Requirements:-


PhD or MSc in Engineering or Applied Sciences with a strong background in mathematics and statistical modelling, optimization, and related fields.
Strong knowledge of energy and commodity markets and a strong motivation to develop further in that field
Relevant professional experience in power markets with at least 3 years exposure to clients. Previous consulting experience will be considered favourably.
Project management experience, particularly having managed a successful project to completion. You must have previously held a position of leadership in a non-academic setting.
Computer programming skills, particularly in MATLAB® / Java
You must be a native German speaker and also be fluent in English , both written and spoken.

You will ideally hold a Swiss work- permit or be a Swiss citizen.


Apply:-

Please send a Word CV to Sara Hunter at quants@ekafinance.com
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
            <entry>  
                <title>Leading Swiss Firm Recruiting Senior Quant Risk Manager/ Zurich/ $ Neg - Zurich, Switzerland</title>  
                <id>http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14032</id>  
                <link href="http://www.quantfinancejobs.com/jobs/job.aspx?JobID=14032" />  
                <updated>2013-04-16T11:23:22Z</updated>  
                <summary type="html"><![CDATA[Leading Swiss company are looking to recruit a senior quantitative manager for their risk modelling team.

Role:-

You will lead a risk modelling team and your main responsibilities will be business development, team leadership, and the development of new products and services for risk management. You will work very closely with the junior team members on the desk also and bring them up to speed and be a strong mentor for them.

You will be expected to use your networking skills  from proven client relationships  and your strong presentation skills to propose the company’s risk management practice to established and prospective clients. You will service existing clients with your thorough knowledge of risk management issues and deep industry knowledge as well as building a network of new clients.


Requirements:-

PhD or Masters  in Finance, Economics, Engineering, Physics, Mathematics or Econometrics ideally.

You will have at least 5 years of experience in risk management consulting, risk management for a financial services organization or risk management software company in Switzerland or Germany.

Proven track record and leadership in market or credit risk.

Strong technical skills in risk management and risk modelling in a non academic setting.

Proven track record in risk management and deep industry know how.

Previous consulting experience will be highly regarded.

You must be fluent in German and English and have excellent presentation skills.

Strong client facing skills
]]></summary>
                <author>
                    <name>Jobs | QuantFinanceJobs.com</name>
                    <email>jobs@quantfinancejobs.com</email>
                </author>  
            </entry>  
      
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