Quantitative Analyst, Derivatives Trading, GPS, 100% (f/m/d)

Julius Baer; Zürich; On-site; CHF 150,000 - 190,000; Full time

Job summary

Julius Baer in Zürich seeks a PhD or MSc in a quantitative field to design, develop, and maintain advanced quantitative tools supporting the bank's derivative trading activities.

You will implement derivative pricing models, validate them with Risk and IT, and collaborate with multiple teams to deliver robust quantitative solutions under tight deadlines.

Qualifications

• PhD or MSc in quantitative discipline required.
• Strong foundation in financial mathematics, probability theory and stochastic calculus.
• Proficiency in at least one compiled language; Scala/Java experience a plus.

Responsibilities

• Design, develop, and maintain advanced quantitative tools for derivative trading.
• Implement and enhance derivative pricing models and integrate into risk management systems.
• Drive cross-functional projects with stakeholders to deliver quantitative solutions.
• Collaborate with Risk and IT to validate models and support production integration.

Skills

Quantitative degree

Financial mathematics

Programming in compiled language

Scala/Java ecosystem

Experience in finance

English proficiency

German language

Team player

Education

PhD or MSc in quantitative field

Job description

At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let’s shape the future of wealth management together.

YOUR CHALLENGE

• 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

YOUR PROFILE

• 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