Quantitative Analyst (A) in Financial Markets

For our client a major bank in Zurich we are seeking for a Quantitative Analyst in Financial Markets.Please note that due to applicable Swiss legislation, we can only consider applications from Swiss citizens, EU citizens, and individuals with a valid work permit.

Remote work from abroad is not possible.

Tasks

Develop quantitative models and algorithms for Trading, including order execution, market making, and alpha generation
Deliver well-documented prototype and production code to run financial models, mainly in Python and Scala
Create software applications, user interfaces, APIs, dashboards, and automated reports for business users
Assist with Business Development, including writing Data Analytics mandate, preparing reports, and delivering business presentations
Understand and clearly present Quantitative Finance literature
Create technical reports, and appropriately document developed libraries
Assist, when needed, with the development of Data Analytics platform, including Databases and Data Lake
Collaborate with Data Scientists, Developers, and Traders to jointly meet deadlines

Requirements


Master or PhD in a technical field, such as Quantitative Finance, Mathematics, Physics, Engineering, Economics, Computer Science, or alike
3+ years of work experience as a Quantitative Analyst / Quantitative Developer in a financial firm
Advanced coding skills in programming languages such as Python, R, Matlab, Haskell, Scala, C++, and/or Java
Experience in Quantitative Trading, for example developing systematic strategies
Knowledge of Mathematical Finance and Financial Markets, including Algorithmic Trading, Derivative Pricing, Portfolio and Risk Management, Dynamic Programming, and Numerical Methods
Knowledge of Machine learning methodologies, including Clustering techniques, Factor Modelling, Reinforcement Learning, and Advanced Statistics
Knowledge of Git, SQL, and Dash (or similar). 
Basic knowledge of Power BI, Tableau, and VBA
Experience with Real Time Analytics, Low-Latency Algorithms, Webapp Development, Docker, Kubernetes, etc. is a strong plus
Experience with Business Development is a plus
Familiarity with Agile framework, including Jira, is a plus
Fluency in English

Soft Skills


Collaborative, team player, open minded, and easy to work with
Proficient presentation skills and high attention to detail
Able to explain technical results to non-technical audiences