Quantitative Analyst (m/f/n)

For our client - one of the biggest bank in Switzerland - we are looking for Quantitative Analyst.

Details about the position:

Location: Zurich Uetlihof

Workload: 100% (fully in the office)

Start: ASAP

End: 18.12.2026 (temp via Hays)

We’re looking for a Quantitative Analyst to:

• support the development of the Lombard Lending models for both banking and trading book in line with regulatory requirements and models used for capital calculation
• develop prototype codes that will be used in productive systems
• interact with Risk and Finance expert functions as well as business representatives across the globe to deliver efficient and regulatory compliant solutions
• support various stakeholder requests

Your team

You’ll be working in the Lombard Lending Models Stream within Quantitative Risk Modelling Team. We develop and maintain the credit exposure measurement capabilities of the GWM and IB divisions. The quantitative methods we use are based on econometrics and mathematical finance techniques and involve Monte Carlo-based simulations.

Your expertise

• experience in the quantitative modelling space or the ability to quickly learn and adapt to the demand of this function
• a sound understanding of asset pricing and/or SFT, OTC and ETD transactions across all major asset classes
• strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
• experience within the finance sector, ideally utilizing stochastic calculus is a plus
• previous exposure to derivative pricing models (preferably across a range of asset classes) is a plus
• good IT skills in Python or R. C/C#/C++ is a plus
• capable of documenting model development in a clear way
• self-driven, organized and detail-oriented with a solid understanding of banking industry
• MS or PhD degree or equivalent in mathematics, statistics, physics, computer science or engineering

We are waiting for your application!