Senior Interest Rate Modeling & Pricing Specialist

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

Job summary

Julius Baer is seeking an experienced Quantitative Analyst to design, develop, and implement comprehensive interest rate pricing models for a wide range of products in Zurich. You will collaborate closely with traders, risk managers and IT to ensure models meet business requirements and technical standards.

The role requires a Master’s or higher in a quantitative field, solid experience in pricing model implementation within banks or consultancies, and strong programming skills in at least one

Qualifications

• Master's degree or higher in a quantitative discipline.
• Experience in practical implementation of interest rate pricing models.
• Experience in a bank, financial institution or consultancy.
• Excellent English; German is a plus.

Responsibilities

• Design, develop, and implement robust interest rate pricing models for various products.
• Collaborate with traders, risk managers and IT to meet requirements and standards.
• Provide hands-on implementation support from concept to production deployment.
• Support the temporary Zurich assignment within the Global Products & Solutions Unit.

Skills

Compiled languages

Scala/Java familiarity

Financial mathematics

English communication

Education

Master's degree in quantitative field

Job description

Julius Baer is seeking an experienced Quantitative Analyst to design, develop, and implement comprehensive interest rate pricing models for a wide range of products in Zurich. You will collaborate closely with traders, risk managers and IT to ensure models meet business requirements and technical standards.

The role requires a Master’s or higher in a quantitative field, solid experience in pricing model implementation within banks or consultancies, and strong programming skills in at least one