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Our client is a well-established financial institution known for its long-standing stability, international footprint, and commitment to operational excellence. The organisation fosters a collaborative culture, values expertise, and promotes continuous improvement across its global technology and data functions.
Stellenbeschreibung
As Senior Quantitative Analytics Engineer Capital Markets, you will contribute to the development, validation and enhancement of quantitative pricing and risk management models across multiple asset classes. You will work closely with front office, risk management and technology teams to develop robust pricing frameworks and integrate quantitative models into enterprise risk and valuation platforms.
Key Responsibilities:
- Develop, validate and maintain quantitative pricing libraries for derivatives products
- Enhance pricing, hedging and risk-management methodologies across asset classes
- Develop prototype pricing solutions and support their production implementation
- Create and maintain quantitative regression testing frameworks
- Validate third-party pricing libraries and model implementations
- Conduct quantitative research and evaluate model improvements
- Support the integration of quantitative models into enterprise pricing and risk platforms
Erwartetes Profil
You hold a university-level degree in Mathematics, Physics, Statistics, Quantitative Finance, Computer Science or a similarly quantitative discipline and bring current hands-on experience within a banking or capital markets environment.
Additionally:
- Minimum 3 years of practical quantitative analytics experience within a banking environment
- Strong understanding of derivatives pricing across FX, Interest Rate, Equity and/or Credit products
- Advanced programming experience in both Python and C++
- Strong knowledge of numerical methods, stochastic modelling and probability theory
- Experience developing quantitative pricing and risk libraries
- Practical exposure to quantitative testing and model validation methodologies
- Experience with Front Arena Prime is considered an advantage
- Exposure to Bloomberg, Reuters or other real-time trading and risk platforms is highly desirable
- Strong analytical thinking and problem-solving skills
- Fluent in English; German and/or French advantageous
- Valid CH work permit or EU/EFTA citizenship required
- Willingness to work 100% on-site
Benefits:
- Central city office locations across Switzerland
- Above average insurance coverage fully borne our client
- Contribution to health insurance and meal allowance
- Excellent opportunities for further training and personal development
- International environment
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