adrische / quant-jobs-zurichView external linksLinks
A list of companies of possible interest for mathematicians (or related) that are looking for a job in quantitative finance in Zurich.
☆253Jan 6, 2026Updated last month
Alternatives and similar repositories for quant-jobs-zurich
Users that are interested in quant-jobs-zurich are comparing it to the libraries listed below
Sorting:
- The ultimate guide to landing a job or internship in quantitative finance.☆258Jul 2, 2023Updated 2 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 6 months ago
- AWS CDK Repo for trading bot lambda☆10Jun 1, 2023Updated 2 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Updated this week
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- Pytorch implementation of Deep Hedging, Utility Maximization and Portfolio Optimization☆17Sep 22, 2024Updated last year
- Python repository with various projects in Machine Learning and Finance☆14Feb 8, 2026Updated last week
- BOTorch tutorials in Jupyter notebook format ready to be launched on Google Colab☆10Mar 3, 2023Updated 2 years ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆70Updated this week
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 years ago
- ☆32Jan 5, 2023Updated 3 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- Quant finance scripts☆16Apr 13, 2025Updated 10 months ago
- An Interview Primer for Quantitative Finance☆1,493Sep 28, 2019Updated 6 years ago
- ☆16Aug 17, 2017Updated 8 years ago
- Option Strategy for Futures☆17Jul 29, 2020Updated 5 years ago
- Algorithmic implementation of automated adjustment of delta hedged initialized short straddle deployed over Derivatives (Options) market☆18Dec 29, 2022Updated 3 years ago
- Implied volatility surface interpolation with shape-constrained bayesian neural network.☆15Sep 18, 2021Updated 4 years ago
- Quantitative Interview Preparation Guide, updated version here ==>☆913Mar 23, 2019Updated 6 years ago
- Brainstellar gives step-wise approach to interview puzzles and written tests for analytics and Quant jobs.☆25Jun 14, 2023Updated 2 years ago
- Julia package for the book "Applied Quantitative Finance for Equity Derivatives"☆48Jun 18, 2025Updated 8 months ago
- Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions☆19Mar 6, 2017Updated 8 years ago
- QF101 course☆26Nov 25, 2015Updated 10 years ago
- Quant prep resources/logs☆583Sep 6, 2025Updated 5 months ago
- Baruch MFE 2019 Spring☆43May 29, 2020Updated 5 years ago
- 📒 A collection of notes exploring Quantitative Finance concepts with Python☆98Sep 6, 2025Updated 5 months ago
- Phd repo☆17Jul 14, 2022Updated 3 years ago
- ☆22Apr 1, 2022Updated 3 years ago
- A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model☆25Dec 26, 2022Updated 3 years ago
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆18May 13, 2024Updated last year
- code scripts for Tail-GAN: Learning to Simulate Tail Risk Scenarios☆30Oct 15, 2025Updated 4 months ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆49Feb 9, 2021Updated 5 years ago
- ☆12Nov 14, 2023Updated 2 years ago
- Record of the Process of Seeking 2023 Summer Quant Internship.☆16Sep 4, 2022Updated 3 years ago
- ☆49Feb 19, 2017Updated 8 years ago
- ☆54Jun 7, 2018Updated 7 years ago
- This notebook presents an example of implementation of my paper Carbonneau, A. (2020). Deep Hedging of Long-Term Financial Derivatives.☆33Jul 28, 2020Updated 5 years ago
- ☆22Jun 20, 2018Updated 7 years ago