Senior Quantitative Analyst - Interest Rate Pricing Models

Senior Quantitative Analyst - Interest Rate Pricing Models vacancy for our Zurich based client in the Banking sector.

Your tasks:

• Design and develop robust interest rate pricing models covering a wide range of interest rate products.
• Implement pricing libraries and support their integration into the existing technology stack.
• Collaborate with traders, risk managers and IT teams to ensure business and technical requirements are met.
• Provide hands-on support from conceptual design through to production deployment.
• Contribute to the practical application of modern interest rate modelling frameworks.

Your experience/knowledge:

• Master's degree or higher in a quantitative discipline such as Mathematics, Physics, Engineering or Quantitative Finance.
• Proven experience implementing interest rate pricing models in a banking, financial services or consultancy environment.
• Strong programming skills in at least one compiled language; experience with Scala and the Java ecosystem is an advantage.
• Solid understanding of financial mathematics, stochastic calculus and modern interest rate modelling frameworks.
• Language skills: English (fluent)

Your soft skills:

• Self-motivated and able to work independently.
• Adaptable and comfortable working in a dynamic project environment.
• Strong communication and collaboration skills.

Location: Zurich, Switzerland

Work setting: Hybrid

Sector: Banking

Start: ASAP

Duration: 12 months

Workload: 100%

Ref.Nr.: BH 24775

Take the next step and send us your resume along with a daytime phone number where we can reach you.

Due to Swiss work permit restrictions, we can only consider applications from Swiss nationals, EU citizens, and current work-permit holders for Switzerland.

We welcome applications from individuals of all genders, age groups, sexual orientations, personal expressions, ethnic backgrounds, and religious beliefs. Therefore, there is no requirement to provide gender information or a photo in your application.

As per client requirements, we need information about your marital status, nationality, date of birth, and a valid Swiss work permit. For applicants with disabilities, we are happy to explore potential solutions with our end client.

This job advertisement was prepared with the assistance of AI technology and has undergone human review and approval.