Senior Quantitative Analyst: Interest Rate Pricing Architect

Swisslinx AG; Zürich; Vor Ort; CHF 120.000 - 190.000; Vollzeit

Zusammenfassung

Swisslinx AG seeks a quantitative professional to design, develop, and implement robust interest rate pricing models for a range of products. You will contribute to a pricing library with a focus on accuracy, performance, and scalability, collaborating with trading, risk management, and IT teams to translate business needs into production-ready solutions.

We value an implementation-oriented mindset, strong analytical skills, and the ability to work independently while communicating complex

Qualifikationen

• Master's or PhD in a quantitative field such as Mathematics, Physics, Engineering, Quantitative Finance, or related discipline.
• Proven professional experience in developing and implementing interest rate pricing models in banking/financial services/consulting.
• Strong programming skills in at least one compiled language; Scala or Java ecosystem is a strong advantage.
• Solid knowledge of financial mathematics, stochastic calculus, and modern interest rate modelling frameworks.
• Practical, implementation-oriented mindset with ability to translate complex quantitative concepts into production-ready solutions.
• Strong analytical and problem-solving skills with proactive, independent working style.
• Excellent communication in English; German is an advantage.

Aufgaben

• Design, develop, and implement robust interest rate pricing models.
• Contribute to the development of a comprehensive pricing library for accuracy, performance, and scalability.
• Collaborate with trading, risk management, and IT to translate business requirements into quantitative solutions.
• Take ownership from concept and development through testing and production deployment.
• Ensure pricing methodologies are technically sound and aligned with business needs.

Kenntnisse

Quantitative analysis

Scala / Java

Production-grade development

English communication

Independent working style

Ausbildung

Master's or PhD in quantitative field

Jobbeschreibung

Swisslinx AG seeks a quantitative professional to design, develop, and implement robust interest rate pricing models for a range of products. You will contribute to a pricing library with a focus on accuracy, performance, and scalability, collaborating with trading, risk management, and IT teams to translate business needs into production-ready solutions.

We value an implementation-oriented mindset, strong analytical skills, and the ability to work independently while communicating complex