Senior Quantitative Analyst - Interest Rate Pricing Models

About the role

Design, develop, and implement robust pricing models for a broad range of interest rate products, and contribute to a comprehensive pricing library with a focus on accuracy, performance, and scalability. Collaborate with trading, risk management, and IT teams to translate business needs into production-ready solutions, taking ownership from model development through testing and deployment. A master's degree or PhD in a quantitative discipline and professional experience developing and implementing interest rate pricing models in banking, financial services, or consulting are required. Candidates should have strong compiled-language programming skills, knowledge of financial mathematics, stochastic calculus, and modern interest rate modeling, along with an implementation-oriented approach and strong communication skills in English; German is an advantage.