Senior Scala Developer role in our Quant team [Zurich]

[Jason Zaugg]

(Okay, so it isn't quite a "London" Scala Job, but it might appeal to those 

of you in the financial services world in London who are looking to move a 

little closer to the alps and join a fairly unique project.)

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Take a leading role in our team at EFG Financial Products developing
our Scala quantitative analytics library. This library performs
pricing and risk sensitivity analysis for a range of derivative and
fixed income products; spans equity, FX, and commodity underlying
asset classes; and does so with a variety of pricing models and
methods. The library has been in development for 2.5 years, and has
been rolled into production this year.

You will join a small, talented team of quants and software engineers
to develop the library by adding new pricing models and products.

You should:

- have experience as a hands-on technical team-lead / architect. The
team will look to you for guidance on matters of design and code
style.
- be well grounded in the Scala programming language. Prior commercial
experience would be preferred. You could also demonstrate your skills
by referencing open source code that you have written.
- be proud of delivering clean, well-tested code.
- experience with or interest in learning about option pricing. Some
background in maths will come in handy.
- have experience writing high performance applications on the JVM.
The majority of our pricing is done with computationally intensive
Monte Carlo simulations. You should be an adept with a profiler, and
understand how boxing, garbage collection, JIT compilation affect
performance.

This is a full time role, based in Zurich. The working language of the
company is English.

You can find out more about the company, including our upcoming IPO,
on our website (www.efgfp.com). You can submit an application and CV
to h...@efgfp.com. Please feel free to email me directly with any
questions, to arrange an informal phone call to discuss the role, or
just to let me know that you've submitted your CV to HR..

Even if this role doesn't quite suit you, we have a few other open
positions for Scala developers. Take a look at the careers section on
our website. We have a great team, use a  lightweight technology stack
built with Scala, Akka, AMQP and Protobuf, collaborate through GitHub,
and have developed a set of hassle free tools to handle deployment and
operational monitoring.

-jason

Jason Zaugg
IT Application Development
EFG Financial Products AG
jason...@efgfp.com
www.efgfp.com