Senior Quantitative Analyst - Interest Rate Pricing Models 100% (f/m/d) (Contract through our external payroll partner with immediate start for 12 months, possible extension)

Job description

At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let’s shape the future of wealth management together. We are seeking an experienced Quantitative Analyst to support the development and implementation of a comprehensive interest rate pricing library covering a wide range of interest rate products.

This is a temporary assignment based in Zurich within our Global Products & Solutions Unit.

YOUR CHALLENGE Design, develop, and implement robust interest rate pricing models capable of covering all sorts of interest rate products

• Collaborate closely with traders, risk managers, and IT departments to ensure the models meet business requirements and technical standards
• Provide hands-on implementation support throughout the project lifecycle, from conceptualisation to production deployment YOUR PROFILE Master's degree or higher in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Quantitative Finance)
• Proven professional experience in the practical implementation of interest rate pricing models, ideally within a bank, financial institution, or consultancy
• Strong programming skills in at least one compiled language; familiarity with Scala and the Java ecosystem is an advantage Deep understanding of financial mathematics, stochastic calculus, and modern interest rate modelling frameworks, with a focus on tangible implementation rather than purely theoretical research Self-motivated and adaptable, with the ability to deliver high-quality work independently
• Excellent communication skills in English; proficiency in German is an advantage We are looking forward to receiving your full job application through our online application tool.

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