Your Role
As Senior Derivatives Quantitative Analyst at Bank J. Safra Sarasin you are an experienced developer of pricing/risk management models for derivatives (EQ/FX/IR/Credit) and provide validation of 3rd party pricing libraries and participation in development of in-house pricing algorithms for integration into our grid computing pricing architecture system. Your Responsibilities
Maintain, develop and implement pricing library models Provide prototype solutions and work through implementations Review and improve current models of pricing, hedging and risk figure representation Build test cases to empower regression tests Identify potential issues, risks and room for optimization Do background research Your Profile
University degree in a highly quantitative field (Mathematics, Statistics, Physics, or Computer Science), or completed apprenticeship or similar banking education 3 years of practical experience in the field of quantitative analysis in a Bank Proficiency in Python and C++. (VBA/.Net is an advantage) combined with deep expertise in numerical analysis and probability calculation Familiarity with Front Arena Prime is advantageous; experience with Bloomberg, Reuters, or other real-time Trading/Risk Management systems is highly valued A test-driven approach with a strong affinity to understand and solve complex quantitative problems, backed by exceptional analytical and problem-solving capabilities Excellent communication and presentation skills with a hands‑on mentality, capable of working independently and collaborating effectively with diverse stakeholders Fluent in English; German and/or French is a plus Your Benefits
Entrepreneurial spirit in a family owned bank Central city office locations across Switzerland Above average insurance coverage fully borne by the bank Contribution to health insurance and meal allowance Global growth strategy and stable environment Competitive offering
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As Senior Derivatives Quantitative Analyst at Bank J. Safra Sarasin you are an experienced developer of pricing/risk management models for derivatives (EQ/FX/IR/Credit) and provide validation of 3rd party pricing libraries and participation in development of in-house pricing algorithms for integration into our grid computing pricing architecture system. Your Responsibilities
Maintain, develop and implement pricing library models Provide prototype solutions and work through implementations Review and improve current models of pricing, hedging and risk figure representation Build test cases to empower regression tests Identify potential issues, risks and room for optimization Do background research Your Profile
University degree in a highly quantitative field (Mathematics, Statistics, Physics, or Computer Science), or completed apprenticeship or similar banking education 3 years of practical experience in the field of quantitative analysis in a Bank Proficiency in Python and C++. (VBA/.Net is an advantage) combined with deep expertise in numerical analysis and probability calculation Familiarity with Front Arena Prime is advantageous; experience with Bloomberg, Reuters, or other real-time Trading/Risk Management systems is highly valued A test-driven approach with a strong affinity to understand and solve complex quantitative problems, backed by exceptional analytical and problem-solving capabilities Excellent communication and presentation skills with a hands‑on mentality, capable of working independently and collaborating effectively with diverse stakeholders Fluent in English; German and/or French is a plus Your Benefits
Entrepreneurial spirit in a family owned bank Central city office locations across Switzerland Above average insurance coverage fully borne by the bank Contribution to health insurance and meal allowance Global growth strategy and stable environment Competitive offering
#J-18808-Ljbffr
Senior Derivatives Quantitative Analyst Arbeitgeber: J. Safra Sarasin
Als Investment Solution Advisor in einer familiengeführten Bank profitieren Sie von einem unternehmerischen Geist und einer stabilen Umgebung. Unsere zentral gelegenen Büros in der Schweiz bieten nicht nur überdurchschnittliche Versicherungsleistungen, die vollständig von der Bank getragen werden, sondern auch eine hervorragende Möglichkeit zur beruflichen Weiterentwicklung in einem dynamischen Team. Hier haben Sie die Chance, Ihre Fähigkeiten in der Portfolioanalyse zu vertiefen und maßgeschneiderte Lösungen für unsere Kunden zu entwickeln, während Sie in einem vertrauensvollen und unterstützenden Arbeitsumfeld tätig sind.
