Senior Quant - Pricing Models (A)

Please note that remote work is only possible from the following countries: Germany, Switzerland, Luxembourg, Spain, Monaco, and Italy.

• Design, develop and implement robust interest rate pricing models covering a wide range of interest rate products
• Contribute to the development and implementation of a comprehensive interest rate pricing library
• Translate quantitative concepts and financial models into practical, production-ready solutions
• Work closely with traders, risk managers and IT teams to ensure models meet both business requirements and technical standards
• Provide hands-on implementation support throughout the entire project lifecycle
• Support the transition from model conceptualisation through implementation to production deployment
• Ensure high-quality and robust quantitative solutions suitable for practical use within a banking environment

• Master’s degree or higher in Mathematics, Physics, Engineering, Quantitative Finance or another quantitative discipline
• Proven professional experience in the practical implementation of interest rate pricing models
• Strong understanding of financial mathematics, stochastic calculus and modern interest rate modelling frameworks
• Strong hands-on background in quantitative model implementation rather than purely theoretical or academic research
• Strong programming skills in at least one compiled programming language
• Experience with Scala and/or the Java ecosystem is a strong advantage
• Experience within a bank, financial institution or consultancy is highly desirable
• Excellent English communication skills
• German language skills are an advantage

• Self-motivated and able to work independently
• Strong analytical and problem-solving mindset
• Adaptable and comfortable working in a complex financial environment
• Hands-on and implementation-oriented approach
• Strong communication and collaboration skills when working across Quant, Trading, Risk and IT
• High quality standards and a reliable delivery mindset