Senior Quantitative Analyst - Interest Rate Pricing Models 100% (f/m/d) (Contract through our external payroll partner with immediate start for 12 months, possible extension)

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

At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let’s shape the future of wealth management together.We are seeking an experienced Quantitative Analyst to support thedevelopment and implementation of a comprehensive interest rate pricinglibrary covering a wide range of interest rate products. This is a temporaryassignment based in Zurich within our Global Products & Solutions Unit.YOUR CHALLENGEDesign, develop, and implement robust interest rate pricing models capable of covering all sorts of interest rate productsCollaborate closely with traders, risk managers, and IT departments to ensure the models meet business requirements and technical standardsProvide hands-on implementation support throughout the project lifecycle, from conceptualisation to production deploymentYOUR PROFILEMaster's degree or higher in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Quantitative Finance)Proven professional experience in the practical implementation of interest rate pricing models, ideally within a bank, financial institution, or consultancyStrong programming skills in at least one compiled language; familiarity with Scala and the Java ecosystem is an advantageDeep understanding of financial mathematics, stochastic calculus, and modern interest rate modelling frameworks, with a focus on tangible implementation rather than purely theoretical researchSelf-motivated and adaptable, with the ability to deliver high-quality work independentlyExcellent communication skills in English; proficiency in German is an advantageWe are looking forward to receiving your full job application through our online application tool.