Quantitative Analyst, Risk and Product Control Interface

About the role

Julius Baer is looking for a proactive Quantitative Analyst to manage the interface between its trading desk and the bank's risk and product control units. The role bridges quantitative operations with robust software engineering, ensuring accurate reporting and seamless access to pricing and risk platforms. It sits within the Quant team of the Trading Team, inside the Global Products & Solutions Unit in Zurich.

Key responsibilities

• Set up, run and maintain periodic risk and valuation reports, including Fundamental Review of the Trading Book (FRTB), Independent Price Verification (IPV) and Prudent Valuation Adjustment (PVA) model risk.
• Extend and adapt existing pricing libraries to meet the analytical and reporting needs of risk and product control.
• Manage and administer partial access to trading and risk platforms for risk and product control units according to their operational requirements.
• Work closely with Risk, Product Control and IT to streamline reporting workflows, validate outputs and support production integration.

Required profile

• Master's degree or equivalent in a quantitative discipline such as Mathematics, Physics, Engineering, Quantitative Finance or Computer Science.
• Foundational understanding of financial mathematics and derivative pricing models, with practical experience in a supporting or implementational capacity.
• Up to four years of relevant experience in quantitative development, risk analytics or product control (including internships, graduate traineeships or junior roles).
• Strong communication skills, able to explain quantitative concepts to non-technical stakeholders; English fluency required, German an advantage.
• Proactive, hands-on approach to problem-solving and ability to handle multiple stakeholder requirements.

Required skills

• Solid programming skills in at least one compiled language.
• Familiarity with Scala and the Java ecosystem is a plus.