Quantitative Analyst: Interest Rate Pricing (Zurich, Contract)

Bank Julius Bär & Co. Ltd.; Zürich; On-site; CHF 120,000 - 180,000; Full time

Job summary

Julius Baer in Zürich seeks an experienced Quantitative Analyst to support the development of an interest rate pricing library and its deployment across key products. This temporary assignment focuses on practical implementation and collaboration with traders, risk managers, and IT.

You will design and implement robust pricing models, leverage your advanced quantitative skills, and contribute to production-ready solutions in a fast-paced wealth management environment.

Qualifications

• Master’s degree in a quantitative field (Math, Physics, Engineering, Quantitative Finance).
• Proven experience implementing interest rate pricing models in banking/finance.
• Strong programming skills in at least one compiled language; Scala/Java familiarity is a plus.

Responsibilities

• Design, develop and implement interest rate pricing models for diverse products.
• Collaborate with traders, risk managers, and IT to meet business and technical requirements.
• Provide hands-on support from concept to production deployment.

Skills

Quantitative degree

Pricing models

Programming in a compiled language

Scala

Java ecosystem

Financial mathematics

Stochastic calculus

English communication

German language (advantage)

Education

Master's degree in quantitative discipline

Tools

Scala

Java ecosystem

Job description

Julius Baer in Zürich seeks an experienced Quantitative Analyst to support the development of an interest rate pricing library and its deployment across key products. This temporary assignment focuses on practical implementation and collaboration with traders, risk managers, and IT.

You will design and implement robust pricing models, leverage your advanced quantitative skills, and contribute to production-ready solutions in a fast-paced wealth management environment.