Job offer
Quantitative Analyst / Financial Engineer
Here is a brief summary of the job: The Quantitative Analyst / Financial Engineer position at Julius Baer in Zurich involves validating and certifying mathematical pricing models for new trading products and ensuring appropriate controls and monitoring processes are in place. The candidate will also work with front office quants, trading departments, risk managers and IT professionals to understand business processes, technical designs and model limitations.
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
- Knowledge of financial products and pricing models across multiple asset classes
We offer
No specific benefits or incentives mentioned.Further information
- The position is based in Zurich.
- This is a full-time position.
Job details
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