Senior Quantitative Analyst - Interest Rate Pricing Models

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

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.

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

• 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