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) in Zürich

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.
#J-18808-Ljbffr