Senior Quantitative Analyst: IR Modeling (Zurich)

Julius Baer; Zürich; On-site; CHF 120,000 - 180,000; Full time

Job summary

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.

Responsibilities

• 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.

Skills

Pricing models

Model development

Collaboration

Financial mathematics

Stochastic calculus

Compiled languages

Scala

Java ecosystem

English communication

German helpful

Education

Master’s degree in quantitative field

Tools

Java

Scala

Job description

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