Senior Quantitative Analyst - Interest Rate Pricing Models
Shape the future of interest rate pricing by developing sophisticated quantitative models and turning complex financial mathematics into robust, real-world solutions.
Senior Quantitative Analyst - Interest Rate Pricing Models
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 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; is an advantage.
- Swisslinx AG
Löwenstrasse 29
8001 Zürich
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Senior Quantitative Analyst - Interest Rate Pricing Models in Zürich Arbeitgeber: Swisslinx AG
Als Arbeitgeber bietet unser Kunde ein dynamisches und internationales Arbeitsumfeld in der chemischen Fertigung, wo Teamarbeit und Innovation im Mittelpunkt stehen. Die Mitarbeitenden profitieren von einer langfristigen Perspektive mit einem 7-monatigen Vertrag, der die Möglichkeit zur Verlängerung bietet, sowie von umfassenden Weiterbildungsmöglichkeiten und einem starken Fokus auf IT-OT-Integration. Zudem ist die Position in Genf angesiedelt, was eine attraktive Lebensqualität und Zugang zu einem vielfältigen kulturellen Angebot ermöglicht.
