Quantitative Analyst: Trading Risk & Pricing

Julius Baer; Zürich; On-site; CHF 120,000 - 190,000; Full time

Job summary

Julius Baer is seeking a proactive Quantitative Analyst in Zürich to bridge trading, risk, and product control through robust software solutions. You will manage risk and valuation reporting, extend pricing libraries, and control access to critical platforms while collaborating with Risk, Product Control, and IT teams.

The role requires a Master’s in a quantitative field, strong math and pricing model knowledge, and hands-on programming in a compiled language with English fluency.

Qualifications

• Master’s degree or equivalent in a quantitative field such as Mathematics, Physics, Engineering, Quantitative Finance or Computer Science.
• Solid understanding of financial mathematics and derivative pricing models with practical experience in a support or implementation role.
• 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 experience in quantitative development, risk analytics, or product control.
• Excellent communication skills with the ability to translate quantitative ideas to non-technical stakeholders; fluency in English; German is an advantage.

Responsibilities

• Set up, run, and maintain periodic risk and valuation reports (FRTB, IPV, PVA model risk).
• Extend and adapt pricing libraries to support risk and product control requirements.
• Manage access to trading and risk platforms for risk and product control units.
• Collaborate with Risk, Product Control, and IT to streamline reporting workflows and support production integration.

Skills

Strong communication

Problem solving

Stakeholder management

Education

Master’s degree in a quantitative discipline

Tools

Scala

Java

Job description

Julius Baer is seeking a proactive Quantitative Analyst in Zürich to bridge trading, risk, and product control through robust software solutions. You will manage risk and valuation reporting, extend pricing libraries, and control access to critical platforms while collaborating with Risk, Product Control, and IT teams.

The role requires a Master’s in a quantitative field, strong math and pricing model knowledge, and hands-on programming in a compiled language with English fluency.