Job offer
Quantitative Analyst / Financial Engineer 100% (f/m/d)
Here is a brief summary of the job: The position of Quantitative Analyst / Financial Engineer at Julius Baer in Zurich involves the validation and certification of mathematical pricing models and the monitoring of trading products. Responsibilities include developing reference pricing models, evaluating model performance and limitations, and working with various teams.
Job description
Quantitative Analyst / Financial Engineer 100% (m/f/d)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
- The position is located in the Market & Treasury Risk, Model Validation & Trade Approval department.
- The position is based in Zurich and is a full-time position.
Job details
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