Quantitative Derivatives Pricing Engineer

Julius Baer; Zürich; On-site; CHF 120,000 - 180,000; Full time

Job summary

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

You will bridge quantitative theory with robust software engineering, delivering scalable tools used across trading. The role involves collaboration with Risk and IT, model validation, and production integration in a fast-paced bank environment.

Qualifications

• Ph.D. or Master’s degree in a quantitative discipline.
• Solid understanding of financial mathematics, probability theory, and stochastic calculus.
• Strong programming skills in at least one compiled language; familiarity with Scala and the Java ecosystem is a plus.

Responsibilities

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

Skills

Programming skills

English communication

German language

Team player

Hands-on mindset

Education

Master’s degree or PhD in quantitative field

Tools

Scala

Java ecosystem

Job description

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

You will bridge quantitative theory with robust software engineering, delivering scalable tools used across trading. The role involves collaboration with Risk and IT, model validation, and production integration in a fast-paced bank environment.