Senior Quantitative Analyst - Interest Rate Pricing Models 100% (f/m/d) (Contract through our external payroll partner with immediate start until 31.12.2027, possible extension)

Julius Baer; Zürich; Sur place; CHF 120 000 - 180 000; Plein temps

Résumé du poste

Julius Baer in Zurich is seeking an experienced Quantitative Analyst to support the development and implementation of a comprehensive interest rate pricing library covering a wide range of interest rate products. This is a temporary assignment based in Zurich within our Global Products & Solutions Unit.

You will design, develop, and implement robust interest rate pricing models, collaborate with traders, risk managers and IT to ensure requirements are met, and provide hands-on implementation

Qualifications

• Master’s degree or higher in a quantitative discipline.
• Experience implementing interest rate pricing models in a banking/financial context.
• Strong programming skills in at least one compiled language.
• Familiarity with Scala and the Java ecosystem is an advantage.
• Solid knowledge of financial mathematics and stochastic calculus.
• Self-motivated with the ability to work independently.
• Excellent English communication; German is an advantage.

Responsabilités

• Design, develop, and implement robust interest rate pricing models.
• Collaborate with traders, risk managers, and IT to meet business requirements and technical standards.
• Provide hands-on implementation support from concept to production deployment.

Connaissances

Pricing models

Model development

Collaboration

Financial mathematics

Stochastic calculus

Compiled languages

Scala

Java ecosystem

English communication

German helpful

Formation

Master’s degree in quantitative field

Outils

Java

Scala

Description du poste

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 the
development and implementation of a comprehensive interest rate pricing
library covering a wide range of interest rate products. This is a temporary
assignment based in Zurich within our Global Products & Solutions Unit.

YOUR CHALLENGE

• Design, develop, and implement robust interest rate pricing models capable of covering all sorts of interest rate products
• Collaborate closely with traders, risk managers, and IT departments to ensure the models meet business requirements and technical standards
• Provide hands‑on implementation support throughout the project lifecycle, from conceptualisation to production deployment

YOUR PROFILE

• Master’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 consultancy
• Strong programming skills in at least one compiled language; familiarity with Scala and the Java ecosystem is an advantage
• Deep understanding of financial mathematics, stochastic calculus, and modern interest rate modelling frameworks, with a focus on tangible implementation rather than purely theoretical research
• Self‑motivated and adaptable, with the ability to deliver high‑quality work independently
• Excellent communication skills in English; proficiency in German is an advantage