Job Description

Your Role

As Senior Derivatives Quantitative Analyst at Bank J. 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.

Your Responsibilities

  • Maintain, develop and implement pricing library models
  • Provide prototype solutions and work through implementations
  • Review and improve current models of pricing, hedging and risk figure representation
  • Build test cases to empower regression tests
  • Identify potential issues, risks and room for optimization
  • Do background research

Your Profile

  • University degree in a highly quantitative field (Mathematics, Statistics, Physics, or Computer Science), or completed apprenticeship or similar bank...

Ready to Apply?

Take the next step in your AI career. Submit your application to Stiftung Weizenkorn today.

Submit Application