Das ist der Job
ph3Your Role /h3 pAs Senior Derivatives Quantitative Analyst at Bank J.
Darum lohnt es sich
Safra Sarasin you are an experienced developer of pricing/risk management models for derivatives (EQ/FX/IR/Credit) and provide validation of 3rd party pricing libraries and participation in development of in-house pricing algorithms for integration into our grid computing pricing architecture system. /p h3Your Responsibilities /h3 ul liMaintain, develop and implement pricing library models /li liProvide prototype solutions and work through implementations /li liReview and improve current models of pricing, hedging and risk figure representation /li liBuild test cases to empower regression tests /li liIdentify potential issues, risks and room for optimization /li liDo background research /li /ul h3Your Profile /h3 ul liUniversity degree in a highly quantitative field (Mathematics, Statistics, Physics, or Computer Science), or completed apprenticeship or similar banking education /li li3 years of practical experience in the field of quantitative analysis in a bank /li liProficiency in Python and C++. (VBA/.Net is an advantage) combined with deep expertise in numerical analysis and probability calculation /li liFamiliarity with Front Arena Prime is advantageous; experience with Bloomberg, Reuters, or other real-time Trading/Risk Management systems is highly valued /li liA test-driven approach with a strong affinity to understand and solve complex quantitative problems, backed by exceptional analytical and problem-solving capabilities /li liExcellent communication and presentation skills with a hands‑on mentality, capable of working independently and collaborating effectively with diverse stakeholders /li liFluent in English; German and/or French is a plus /li /ul h3Your Benefits /h3 ul liEntrepreneurial spirit in a family owned bank /li liCentral city office locations across Switzerland /li liAbove average insurance coverage fully borne by the bank /li liContribution to health insurance and meal allowance /li liGlobal growth strategy and stable environmentCompetitive offering /li /ul /p #J-18808-Ljbffr
