Derivative Pricing & Risk Analytics Engineer

Bank Julius Bär & Co. Ltd.; Zürich; Vor Ort; CHF 140.000 - 200.000; Vollzeit

Zusammenfassung

Julius Baer seeks a highly motivated Quantitative Analyst to design, develop, and integrate advanced pricing and risk analytics solutions for its global derivatives trading business in Zürich.

You will bridge quantitative knowledge with software engineering, collaborating with Risk and IT to validate models and ensure production readiness. PhD or Master’s in a quantitative field and strong English communication are required.

Qualifikationen

• Ph.D. or Master's degree in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Quantitative Finance)
• Solid understanding of financial mathematics, probability theory, and stochastic calculus, with practical experience applying these concepts
• Strong programming skills in at least one compiled language. Familiarity with Scala and the Java ecosystem is a plus
• Up to four years of relevant professional experience in a quantitative development or model implementation role, ideally within a bank or hedge fund (including internships, graduate trainee programmes, or regular junior roles)
• Excellent communication skills in English; proficiency in German is an advantage
• Strong team player with a proactive, hands-on mindset and the ability to deliver high-quality work under tight deadlines

Aufgaben

• Design, develop, and maintain advanced quantitative tools and services that support the Bank's derivative trading activities
• Implement and enhance derivative pricing models and ensure their seamless integration into risk management systems
• Drive or contribute to cross-functional projects involving multiple teams and stakeholders, ensuring alignment and delivery of quantitative solutions
• Collaborate closely with Risk and IT departments to validate models, streamline workflows, and support production integration

Kenntnisse

Programming in compiled languages

Scala

Java ecosystem

Ausbildung

Ph.D. or Master’s degree in a quantitative discipline

Tools

Scala

Java ecosystem

Jobbeschreibung

Julius Baer seeks a highly motivated Quantitative Analyst to design, develop, and integrate advanced pricing and risk analytics solutions for its global derivatives trading business in Zürich.

You will bridge quantitative knowledge with software engineering, collaborating with Risk and IT to validate models and ensure production readiness. PhD or Master’s in a quantitative field and strong English communication are required.