Job Description
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.