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Python Quant Developer – Swisslinx AG | JobRevolt

Über den Job

For our client in the banking sector in Basel, we are looking for an experienced Python Quant Developer to join the Banking Technology team. In this role, you will work on software solutions supporting reserve managers and traders, with a strong focus on quantitative finance, Python development and the migration of existing MATLAB applications into Python. You will design, implement and maintain Python-based quantitative models for areas such as yield curve modelling, pricing, risk management and portfolio optimization.

Aufgaben

Designing, developing and maintaining Python-based quantitative models for trading, pricing, risk and portfolio management
Migrating and re-architecting existing MATLAB applications into Python
Developing and executing back-tests and stress tests to validate strategy performance across different market regimes
Translating mathematical and quantitative models into clean, production-ready Python code
Collaborating closely with quantitative researchers, traders, data engineers and analytics engineers
Integrating models with market data, reference data and alternative data feeds
Ensuring that data pipelines are robust, scalable and suitable for production use
Optimizing Python code for performance, low latency and high throughput
Implementing version control, CI/CD pipelines and automated testing frameworks
Monitoring, maintaining and troubleshooting existing applications and production pipelines
Proposing and applying best practices in quantitative finance, numerical methods and the Python ecosystem

Profil

Around 5 years of experience as a Quant Developer, Quantitative Analyst or in a similar role with a focus on Python-based implementation of trading or risk models
Strong proficiency in Python and relevant libraries such as NumPy, Pandas, SciPy, statsmodels, prophet, Darts and QuantLib
Experience developing and back-testing trading strategies using frameworks such as Zipline, Backtrader or custom back-testing solutions
Strong understanding of financial instruments such as equities, fixed income and derivatives
Good knowledge of quantitative techniques such as Time Series Analysis and Monte Carlo simulation
Proven experience developing Python applications in the financial industry
Basic understanding of MATLAB code, ideally with experience translating MATLAB logic into Python
Nice to have: Bachelor's or Master's degree in quantitative finance, mathematics, physics, computer science or a related field; PhD is a plus
Nice to have: Experience with Python data application frameworks such as Streamlit, Plotly Dash or Panel / HoloViz
Nice to have: Solid understanding of term structure of interest rates, yield curve construction and calibration techniques such as bootstrapping and spline fitting
Nice to have: Familiarity with models such as Vasicek, CIR, Hull-White, Nelson-Siegel and Svensson
Nice to have: Experience packaging Python applications as self-contained deployable binaries
Nice to have: Familiarity with cloud platforms such as Azure or AWS
Nice to have: Experience with containerization technologies such as Docker
Nice to have: Experience with back-end frameworks such as Flask, Django or FastAPI
Nice to have: Strong experience with data manipulation, SQL and NoSQL databases
Nice to have: Certifications in quantitative finance, such as CQF, or recognized data science certifications

Rahmenbedingungen

Location: Basel, Switzerland
Workload: 100%
Start date: ASAP or within 3 months
Contract duration: 24 months, with likely extension

Benefits

A long-term project in a highly professional banking environment

Python Quant Developer

Über den Job

Über den Job

Aufgaben

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Rahmenbedingungen

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