Job Description Design, develop, and implement robust interest rate pricing models covering a broad range of interest rate products. Contribute to the development and implementation of a comprehensive interest rate pricing library, ensuring accuracy, performance, and scalability. Collaborate closely with trading, risk management, and IT teams to translate business requirements into effective quantitative solutions. Take ownership of the hands-on implementation of pricing models, from initial concept and development through testing and production deployment. Ensure pricing methodologies are technically sound, reliable, and aligned with business needs. About The Customer Our client is a leading Swiss wealth management institution with a strong international presence and a reputation for delivering sophisticated financial solutions. Combining financial expertise with technological innovation, the organisation offers a dynamic and collaborative environment where quantitative specialists contribute directly to the development of advanced financial products and pricing capabilities. Requirements Master's degree or PhD in a quantitative field such as Mathematics, Physics, Engineering, Quantitative Finance, or a related discipline. Proven professional experience in developing and implementing interest rate pricing models within banking, financial services, or consulting. Strong programming skills in at least one compiled programming language; experience with Scala or the Java ecosystem is a strong advantage. Solid knowledge of financial mathematics, stochastic calculus, and modern interest rate modelling frameworks. A practical, implementation-oriented mindset, with the ability to translate complex quantitative concepts into production-ready solutions. Strong analytical and problem-solving skills, combined with a proactive and independent working style. Excellent communication skills in English; German is an advantage. #J-18808-Ljbffr
Senior Quantitative Analyst - Interest Rate Pricing Models Arbeitgeber: Swisslinx AG
Als Arbeitgeber bietet unser Kunde, eine führende Bank, ein dynamisches und unterstützendes Arbeitsumfeld, das auf Innovation und Zusammenarbeit setzt. Die Möglichkeit, an einem strategischen Transformationsprojekt im Bereich Financial Crime Compliance mitzuwirken, eröffnet Ihnen nicht nur spannende Herausforderungen, sondern auch hervorragende Entwicklungsmöglichkeiten in einem zukunftsorientierten Sektor. Zudem profitieren Sie von flexiblen Arbeitsmodellen und einer Unternehmenskultur, die Wert auf Vielfalt und persönliche Entfaltung legt.
