Senior Quantitative Analyst - Interest Rate Pricing Models
Swisslinx AG · Zürich, Switzerland
About The Role
---base:meta-keywords:meta-viewport: width=device-width, initial-scale=1.0title: Senior Quantitative Analyst - Interest Rate Pricing Models--- 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===========================================================### 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 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; is an advantage.![Swisslinx AG]()* Swisslinx AG Löwenstrasse 29 8001 Zürich*jid95a1fbbjm jit1044jm jiy26jm
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