Quantitative Pricing Analyst / Derivative Trading

coni + partner, established 1993, is a consultancy company with headquarters in Zurich and subsidiaries in Düsseldorf and Shanghai. We are specialised in custom-fit staffing in tune with the corporate culture by ensuring a perfect match of professional skills, references and personal as well as social skills of successful candidates.

Our client is the trading department of an international bank in Zurich. We are searching for a senior IB quant (m, f, d) as

Quantitative Pricing Analyst / Derivative Trading

Aufgaben

Development and enhancement of valuation models for equity and FX derivatives, including Greeks and volatility / Conducting quantitative research with Python- and SQL-based tools, calculating instrument valuations, model risks (Greeks), and determining dynamic fees or IR / Developing pricing algorithms and implementing them into pricing libraries following testing and validation / Supporting traders in analyzing market co...