Senior Derivatives Quantitative Analyst

• Basel, CH
• Full-time
• Unlimited

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 banking education
• 3 years of practical experience in the field of quantitative analysis in a Bank
• Proficiency in Python and C++. (VBA/.Net is an advantage) combined with deep expertise in numerical analysis and probability calculation
• Familiarity with Front Arena Prime is advantageous; experience with Bloomberg, Reuters, or other real-time Trading/Risk Management systems is highly valued
• A test-driven approach with a strong affinity to understand and solve complex quantitative problems, backed by exceptional analytical and problem-solving capabilities
• Excellent communication and presentation skills with a hands-on mentality, capable of working independently and collaborating effectively with diverse stakeholders
• Fluent in English; German and/or French is a plus

Your Benefits

• Entrepreneurial spirit in a family owned bank
• Central city office locations across Switzerland
• Above average insurance coverage fully borne by the bank
• Contribution to health insurance and meal allowance
• Global growth strategy and stable environment
• Competitive offering

About us

As a leading sustainable private bank, we offer dynamic and personalized services in investment advisory and asset management for private and institutional clients. Our success depends on the enthusiasm and commitment of our employees and we value each person with their unique technical expertise, professional qualifications and social skills.

We are successfully operating for more than 180 years across 30 locations worldwide and offer our employees the chance to be a part of our success. Our employees are our most valuable asset, we are proud of our unique culture that fosters entrepreneurship and is fueled by a high team spirit and the positive attitude of each individual. Join our international team and be part of the next chapter of the J. Safra Sarasin Group.