Intern Quantitative Analyst Derivative Pricing

vor 2 Wochen

Zürich, Schweiz Avaloq Vollzeit
Job Description

Derivative Partners, a specialist team within Avaloq’s Wealth division, is providing data services, and independent pricing services for complex financial products. The young team consists of Quantitative Analysts, IT Application Developers, IT Project Management, a Senior IT Architect as well as Datacenter Operators that enjoy working in an environment, marked by trust, and devoted to foster each member’s growth. The team of Quantitative Analysts is looking for an Intern to support them.

  • Responsible for the quality of our daily data deliveries of independent priced derivative instrument to clients, supported by our Senior Quantitative Analysts and IT Project Management /DevOps
  • Responsible for daily quality control of derived data objects (implied dividends & implied volatility surface, which are used for overnight instrument pricing), supported by our Senior Quantitative Analysts and IT Project Management /DevOps
  • Responsible for periodical client pricing-challenges (detailed analysis of pricing models and data upon client request)
  • Coordination with Datacenter to assure completeness of nightly required dataset of input data for pricing (underlying spot & history data, interest rate data, option data)
  • Coordination with IT Project Management to improve operative tools
  • Opportunity to be part of the project and contribute and leave your mark on the ongoing development of our proprietary pricing engine (python) and possibility to do research in derivative pricing and related fields

Qualifications

  • Enrolled in or recently finished bachelor or master’s studies with focus on technical courses (Quantitative Finance / Financial Engineering, Mathematics / Physics)
  • Team player mentality and intellectual curiosity (humble resilience & quick-mindedness)
  • Knowledge in derivative pricing (ideally previous experience with local volatility models)
  • Fluency in English (B2 – C2)

It would be a real bonus if you have

  • Programming skills (Python, MS SQL)
  • Interest in financial markets
  • Fluency in German is a plus

What we offer

  • Great opportunity to build up knowledge and first experience in pricing of complex derivatives, coached by a great team of Quantitative Analysts
  • We weight attitude, character, and future potential over existing skills & current experience
  • Even though we would prefer a duration of 6 months for this position, we remain open to discuss, to make this internship best fitting into your plans
  • Avaloq benefits
  • Hybrid working


Additional Information

We realize that managing work life balance is a challenge we all face in our daily lives and in order to support with this we are pleased to offer hybrid and flexible working for most of our Avaloqers to maintain work life balance and still continue our fantastic Avaloq culture in our global offices. 

In Avaloq we are proud to embrace diversity and understand the success of our business is built on the power of different opinions, we are whole heartedly committed to fostering an equal opportunity environment and inclusive culture where you can be your true authentic self. 

We hire, compensate and promote regardless of origin, age, gender identity, sexual orientation or any other fantastic traits that make us all unique, we have done our best to write this advert in an inclusive and neutral way. 

Please be aware that we will not accept speculative CV submissions for any of our roles from recruitment agencies, and any unsolicited candidate submissions will be exempt from any payment expectations.  

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