Senior Quantitative Derivatives Analyst

Your role

As a Senior Derivatives Quantitative Analyst at the bank, you will develop pricing and risk management models for derivatives (EQ/FX/IR/Credit) and validate third-party pricing libraries. You will also participate in the development of internal pricing algorithms that are integrated into our grid computing pricing architecture.

Your tasks

• Maintain, develop, and implement pricing library models
• Provide prototype solutions and carry out implementations
• Review and improve current models for pricing, hedging, and risk presentation
• Create test cases to enable regression testing
• Identify potential problems, risks, and opportunities for improvement
• Conduct background research

Your profile

• A university degree in a quantitative field (mathematics, statistics, physics, or computer science) or a completed vocational training program 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 knowledge of numerical analysis and probability theory
• Familiarity with Front Arena Prime is an advantage; experience with Bloomberg, Reuters, or other real-time trading and 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 Switzerland
• Above-average insurance coverage, fully covered by the bank
• Contribution to health insurance and meal allowance
• Global growth strategy and stable environment
• Competitive offer