Quantitative .NET (F#) Developer

Asset Management, Financial Services, Technology, Finance

Our Client is committed to actively shaping their future.  As a global financial service provider with Swiss roots, Our client specialises in wealth management, active asset management and investment solutions that fit.

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

Currently, they are expanding their full in-house exotic pricing library to serve their existing and growing large exotic flow and to expand into a global leader in the exotic segment.

Your challenge:

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


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

Job Facts

per annum
Zurich, Switzerland
Ismail Siu