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Senior quantitative developer (f/m/d)

Zürich
LGT Private Banking
Programmierer
Inserat online seit: 11 Juni
Beschreibung

Ph3Responsibilities /h3 ul liImplement, deploy, and maintain quantitative models for portfolio construction, risk, factor analytics, and systematic strategies in production. /li liDesign and maintain scalable Python infrastructure for backtesting, optimisation, and live analytics, with strong testing and CI/CD practices. /li liTranslate research methodology into production systems – portfolio optimisation, factor risk models, covariance estimation – using libraries such as CVXPY or Mosek. /li liWork with portfolio managers, researchers, and IT to translate research designs into deployable production‑quality code. /li liMaintain and improve the team's analytical infrastructure and engineering practices; stay current with relevant developments. /li /ul h3Qualifications /h3 ul liMaster's or PhD in a quantitative field (Computer Science, Mathematics, Statistics, Engineering, Physics, Finance, or related). /li li5+ years in quantitative developer or research engineer roles at a buy‑side asset manager, hedge fund, QIS desk, or specialist quant vendor. Production experience implementing portfolio construction, risk, or factor models is mandatory. /li liExpert Python with production engineering discipline (packaging, testing, CI/CD); NumPy, pandas; optimisation packages (CVXPY, Mosek, SCIP); SQL; Git. /li liCompiled languages (C++, Rust, Java), cloud platforms (Azure, AWS, GCP), ML frameworks, or container technologies – preferred. /li liDomain knowledge in portfolio theory, factor models, risk measures (VaR, ES, tracking error), and multi‑asset instruments. /li liProven ability to deliver and operate production‑quality quantitative systems in cross‑functional teams. /li liHands‑on builder mindset, attention to detail, and effective communication with technical and non‑technical stakeholders. /li liFluent English required; German is an asset. /li /ul h3Benefits /h3 h3Family Work /h3 ul liVarious flexible work models /li liSabbatical /li liAt least 25 days annual leave, depending on age /li liSpecial paid leave options /li liMaternity and paternity leave, options for further parental leave /li liAdditional childcare contribution for paid external care of children up to 12 years old /li /ul h3Your Health /h3 ul liEmployee health and wellbeing program /li liSubsidized classes (yoga, fitness) /li liHealthy meal options /li liFresh fruit supplied daily /li /ul h3Growing Together /h3 ul liInternal courses /li liExternal courses offered by the Liechtenstein Academy /li liSupport for external training and further education /li liCoaching and mentoring programs /li liInternational assignments /li liIntrapreneurship program /li /ul h3Perks Advantages /h3 ul liDiscounts on LGT banking products and services /li liLGT co‑investments /li liDiscounts on health and property insurance /li liPension plan with individualized options /li liVarious mobility/e‑mobility initiatives /li liRecognition of major life events /li /ul /p #J-18808-Ljbffr

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Home > Stellenanzeigen > Informatik und IT Jobs > Programmierer Jobs > Programmierer Jobs in Zürich > Senior Quantitative Developer (f/m/d)

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