Senior Quantitative Derivatives Analyst

Your role

As a Senior Derivatives Quantitative Analyst at Bank J. Safra Sarasin, you are an experienced developer of pricing and risk management models for derivatives (EQ/FX/IR/Credit) and are responsible for validating third-party pricing libraries as well as participating in the development of internal pricing algorithms for integration into our grid computing pricing architecture system.

Your tasks

• Maintenance, Development, and Implementation of Price Library Models
• Provision of prototype solutions and implementation of solutions
• Review and improvement of current models for pricing, hedging, and risk presentation
• Creating test cases for conducting regression tests
• Identification of potential problems, risks, and opportunities for improvement
• Conducting Background Research

Your profile

• A college degree in a quantitative field (mathematics, statistics, physics, or computer science), or a completed apprenticeship or similar banking training
• 3 years of practical experience in quantitative analysis at a bank
• Knowledge of Python and C++ (VBA/Net is a plus) combined with in-depth expertise in numerical analysis and probability theory
• Familiarity with Front Arena Prime is an advantage; experience with Bloomberg, Reuters, or other real-time trading/risk management systems is highly valuable
• A test-driven approach with a strong aptitude for understanding and solving complex quantitative problems, supported by exceptional analytical and problem-solving skills
• Excellent communication and presentation skills, with a hands-on approach; able to work independently and collaborate effectively with various stakeholders
• Fluent in English; German and/or French is a plus

Your advantages

• Entrepreneurial spirit in a family-run bank
• Central office locations in the city
• Above-average insurance coverage, fully covered by the bank
• Contribution to health insurance and meal allowance
• Global growth strategy and stable environment
• Competitive offer