This newly created role is part of our transformation journey in trading. You will report directly to our Head of Quantitative Analysis and play an important role in the development of our analytics framework. If you would like to put all your experience and best practices to use and make a significant impact, this is an attractive opportunity for you. This job is located in Olten or Lausanne, Switzerland, relocation support will be provided.
Your Main Responsibilities
Contribute to the design of our new unified framework for pricing and risk management
Develop analytics and interfaces for vanillas, structured products and assets
Establish development workflows and coding guidelines
Collaborate with Structuring, Trading, Risk and IT
Support and maintenance of existing libraries and tools
Your profile
Engineering, mathematics, physics, computer science, or similar educational background (minimum MSc level)
Quant development experience (preferably in commodities in particular power/gas)
Strong development skills (Python C#/F#, Rust) with emphasis on functional programming
Experience with API design and development (REST and gRPC)
Experience with algorithmic and real-time applications a plus
Knowledge and experience with databases (Relational, NoSQL, Timeseries, Graph, etc.)
Understanding of development workflow (CI/CD, DevOps, IaC)
Working knowledge of financial derivatives
Good communication skills
Proficient in English, additional languages a plus