Quantitative Analyst / Financial Engineer 80-100% (f/m/d)

Bank Julius Bär & Co. AG

  • Veröffentlicht:

    08 Juni 2024
  • Pensum:

    80 – 100%
  • Vertrag:

    Festanstellung
  • Arbeitsort:

    Zürich

Quantitative Analyst / Financial Engineer 80-100% (f/m/d)

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.

IHRE AUFGABEN

  • Participation in new product approval process including: risk assessment, requirements specification and ensuring that internal risk models are adequate

  • Validation and control of in-house developed pricing models for Equity and FX contracts

  • Development and implementation reference pricing models

  • Assessment of model risk based on model limitations and mathematical assumptions

  • Review quality of risk and stress information as well as independent price verification

YOUR PROFILE

Personal and social

  • Team and customer oriented personality

  • Self-driven, independent

  • Good communication skills

Professional and Technical

  • Experience in risk modelling

  • Strong quantitative background in Finance

  • Programming knowledge, preferably Python and Java

  • Deep knowledge of financial markets, products and their representation in trading system.

  • Experience in the trading environment (market risk, valuation control, model validation)

  • Good language skills (German and English)

Education

Higher university degree in a quantitative area (Physics, Mathematics, Engineering, Quantitative Finance), Master or PhD level

We are looking forward to receiving your full job application through our online application tool. Further interesting job opportunities can be found on our Career site.

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Kontakt

  • Bank Julius Bär & Co. AG