• At least 4+ years of experience in C# and 3+ years in C++ programming, well experienced in the design of algorithms
• Proficient knowledge of Applied Math (Numerical methods, statistics, probability theory)
• English at level of upper intermediate
• Design, develop and review pricing models mainly using C#, C++ (standard 11 and upper).
• Work in a dynamic environment across departments and countries
• Continuous statistical analysis of Market Data, studying trends and behaviours, establishing strategy to exploit market inefficiency and propose adequate hedging solutions (in the
Luxoft are working with a world leading company on energy utilities market, based in Baden, Switzerland which is active in producing, trading and selling energy in more than 30 European countries. We are looking for a C#/C++ to work on the enhancement of several applications.