Senior Quantitative Analyst - Interest Rate Pricing Models

Swisslinx; 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

Job Description

• Design, develop, and implement robust interest rate pricing models covering a broad range of interest rate products.
• Contribute to the development and implementation of a comprehensive interest rate pricing library, ensuring accuracy, performance, and scalability.
• Collaborate closely with trading, risk management, and IT teams to translate business requirements into effective quantitative solutions.
• Take ownership of the hands-on implementation of pricing models, from initial concept and development through testing and production deployment.
• Ensure pricing methodologies are technically sound, reliable, and aligned with business needs.

About The Customer

Our client is a leading Swiss wealth management institution with a strong international presence and a reputation for delivering sophisticated financial solutions. Combining financial expertise with technological innovation, the organisation offers a dynamic and collaborative environment where quantitative specialists contribute directly to the development of advanced financial products and pricing capabilities.

Requirements

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