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About our client Our client is a renowned Swiss Bank.
On behalf of our client, Swisslinx is currently looking for a Quant Developer with a strong experience in .NET F# to be part of the project to expand in-house exotic pricing library.
This is a permanent position based in Zurich.
Your mission - Development of exotic pricing infrastructure/model - Optimization of pricing speed including GPU kernel development - Reengineering and optimization of current processes - Optimization of our distributed calculation engineering
Your background - Technical Degree (Uni, ETH, FH) - MSc or PhD - Experience working with .NET framework with F# - Functional programming skills - High performance computing and optimization skills - Experience working with financial models - Experience working with design of algorithms - Fluency in English and conversational German skills
What's on offer - Work in a prestigious Swiss bank and redefine business to expand into a global leader in the exotic segment - Opportunity to provide technology solutions and support the business - Great working environment