Job offer
Quantitative Analyst / Financial Engineer 100% (f/m/d)
The position as Quantitative Analyst / Financial Engineer at Julius Baer in Zurich includes the validation and certification of mathematical pricing models as well as the monitoring of trading products. The focus is on assessing model risks and working with various teams.
Job description
Tasks
- Ensuring appropriate controls and oversight, with a thorough assessment of their conceptual soundness, implementation quality and compliance with the internal governance standards before a new product is cleared for launch
- Develop and implement independent reference pricing models as part of the validation process, using quantitative libraries
- Assess model performance, limitations and sensitivity to parameters through quantitative techniques
- Collaborate with front office quants, trading desks, risk managers and IT to understand business use, technical design and model limitations
Requirements
- Advances degree (Master or PhD) in Quantitative Finance, Mathematics, Physics, Computer Science or a related quantitative discipline
- Business fluent in English is required
We offer
No specific benefits or incentives mentioned.Further information
No further information available.Job details
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