Senior Quantitative Analyst - Interest Rate Pricing Models

Shape the future of interest rate pricing by developing sophisticated quantitative models and turning complex financial mathematics into robust, real-world solutions.

Senior Quantitative Analyst - Interest Rate Pricing Models

Job description:

• Design, develop, and implement robust interest rate pricing models covering a broad range of interest rate products.
• Contribute to the development and implementation of a comprehensive interest rate pricing library, ensuring accuracy, performance, and scalability.
• Collaborate closely with trading, risk management, and IT teams to translate business requirements into effective quantitative solutions.
• Take ownership of the hands-on implementation of pricing models, from initial concept and development through testing and production deployment.
• Ensure pricing methodologies are technically sound, reliable, and aligned with business needs.

About the customer:

Our client is a leading Swiss wealth management institution with a strong international presence and a reputation for delivering sophisticated financial solutions. Combining financial expertise with technological innovation, the organisation offers a dynamic and collaborative environment where quantitative specialists contribute directly to the development of advanced financial products and pricing capabilities.

Requirements:

• Master's degree or PhD in a quantitative field such as Mathematics, Physics, Engineering, Quantitative Finance, or a related discipline.
• Proven professional experience in developing and implementing interest rate pricing models within banking, financial services, or consulting.
• Strong programming skills in at least one compiled programming language; experience with Scala or the Java ecosystem is a strong advantage.
• Solid knowledge of financial mathematics, stochastic calculus, and modern interest rate modelling frameworks.
• A practical, implementation-oriented mindset, with the ability to translate complex quantitative concepts into production-ready solutions.
• Strong analytical and problem-solving skills, combined with a proactive and independent working style.
• Excellent communication skills in English; German is an advantage.