Senior Derivatives Quantitative Analyst  

Our client, a leading international private bank, is seeking a Senior Derivatives Quantitative Analyst to join its Quantitative Analytics team.

This role focuses on the development, validation, and enhancement of pricing and risk management models for a wide range of derivative products.

You will contribute to the evolution of the bank's inhouse quantitative library and pricing infrastructure while working closely with trading, risk, and technology teams.

• Develop, maintain, and enhance pricing models for derivatives across Equity, FX, Interest Rate, and Credit products
• Validate third-party pricing libraries and contribute to the development of proprietary pricing algorithms
• Build prototype solutions and support their implementation into production systems
• Review and improve pricing methodologies, hedging models, and risk calculations
• Design and maintain comprehensive regression test cases
• Identify opportunities to optimize quantitative models and pricing frameworks
• Conduct research into quantitative methods and emerging market practices

• University degree in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative discipline
• Around 3+ years of experience in quantitative analysis within the banking or financial services industry
• Strong programming skills in Python and C++. • Solid knowledge of numerical methods, probability theory, and quantitative modelling
• Experience with Front Arena Prime is an advantage. • Familiarity with Bloomberg, Reuters, or other trading and risk management platforms is highly desirable
• Strong analytical mindset with excellent problem-solving skills
• Experience working in a test-driven development environment
• Ability to work independently while collaborating effectively with business and technology stakeholders

• Fluent English is required. German and/or French is an advantage