Senior Quantitative Analyst – Interest Rate Pricing Models

About the role

Julius Baer is looking for an experienced Quantitative Analyst to design, develop and implement a comprehensive interest‑rate pricing library covering a wide range of products. This temporary contract position is based in Zurich and will run until 31 December 2027 with a possible extension.

Key responsibilities

• Design, develop and implement robust interest‑rate pricing models for diverse products.
• Collaborate with traders, risk managers and IT to ensure models meet business and technical requirements.
• Provide hands‑on implementation support from concept through production deployment.

Required profile

• Master’s degree or higher in Mathematics, Physics, Engineering, Quantitative Finance or a related field.
• Proven experience implementing interest‑rate pricing models in a bank, financial institution or consultancy.
• Self‑motivated, able to work independently and deliver high‑quality results.

Required skills

• Strong programming skills in a compiled language; experience with Scala and the Java ecosystem is a plus.
• Deep understanding of financial mathematics, stochastic calculus and modern interest‑rate modelling frameworks.
• Excellent communication skills in English; German is an advantage.