For Recruiters

Senior Quant Developer

Bank Vontobel AG
Zurich, Switzerland
Posted 6 days ago Permanent Competitive
Senior Quant Developer
Are you ready to become a part of the ongoing transformative journey while at the same time applying your expert derivative modeling knowledge? Do you enjoy keeping your fingers on the pulse of technology while working in an agile environment?

We invest in people who create opportunities to deliver the client experience of tomorrow. You should therefore be able to translate our customer needs into functional, attractive interactive applications.

Within our international Front Office Quant team we are looking for a highly motivated Quant who will extend our in-house derivative pricing library with state-of-the-art models in close collaboration with our trading desk. Bringing together math and technology, our team builds cutting edge risk management tools in addition to maintaining a high-performance compute cluster based on the latest technology stack including scalable cloud infrastructure.

Vontobel is a future-oriented financial institution. Investment opportunities that drive our clients forward, global financial services provider with Swiss roots, asset management, active asset management and tailor-made investment solutions are our assets.

Your opportunity
  • Developing and implementing state-of-the-art derivative pricing models, calibration, and volatility fitting tools with a focus on FX
  • Leveraging our in-house derivative pricing library in combination with our functional technology stack (F#, .Net, Redis, Azure, etc) to optimize pricing loads towards our high-performance computing grid in the Cloud
  • Collaborating closely with the development and trading teams in an agile environment


You bring
  • Quantitative background with proven track record in derivative modeling applied in a Quant team (experience with Stochastic Local Volatility Models, Monte Carlo simulation, PDE pricing, and advanced model calibration routines)
  • Profound understanding of FX market conventions and mechanics would be a clear plus
  • Solid software engineering skills and a general enthusiasm for programming
  • Preferred: Experience with modern application lifecycle management tools (Git, Visual Studio/Visual Studio Code)
Your are
  • Very keen on contributing to a growing modelling landscape within a modern Quant stack
  • A strong team player and you enjoy sharing and reviewing ideas
  • -Willing to engage in a changing and flexible environment, with the ability to question the status quo, at the same time able to inspire the team to make change a team accomplishment


Thank you for applying to Vontobel. We will carefully review your application and will respond to you in a timely manner.

At Vontobel, we are an equal opportunity workplace. We are committed to equal employment opportunity regardless of race, color, ancestry, religion, sex, national origin, sexual orientation, age, citizenship, marital status, disability or gender identity.
We value the many voices within our teams and are committed to creating an environment where everyone who wants to be part of our performance culture can be themselves. It is based on mutual respect and zero tolerance for any form of discrimination.

If you have any questions you can contact us through our contact form .
Job ID  4267
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