Intern Quantitative Analyst Derivative Pricing
Intern Quantitative Analyst Derivative Pricing
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1 Vacancy
Job Description
Summary
- Quant internship
- 6 months fixedterm contract
- Starting on April 1 2025
- Zurich Manegg
- Hybrid working: 2 days of homeoffice per week possible after onboarding and with respect to team office days
Details
Derivative Partners a specialist team within Avaloqs 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 members growth. The Quantitative Analysts team is seeking an intern to support them in our Zurich officestarting on April 1 2025 for a sixmonth fixedterm contract.
- Responsible for 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 pricingchallenges (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 masters studies with focus on technical courses (Quantitative Finance / Financial Engineering Mathematics / Physics)
- Team player mentality and intellectual curiosity (humble resilience & quickmindedness)
- 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
- Avaloq benefits
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.
#LIHybrid
Remote Work :
No
Employment Type :
Intern
Employment Type
Intern
