Location
basel, basel stadt, Switzerland
Posted
July 08, 2026
Job Description
Your Role
As Senior Derivatives Quantitative Analyst at Bank J. Safra Sarasin you are an experienced developer of pricing/risk management models for derivatives (EQ/FX/IR/Credit) and provide validation of 3rd party pricing libraries and participation in development of in-house pricing algorithms for integration into our grid computing pricing architecture system.
Your Responsibilities
- Maintain, develop and implement pricing library models
- Provide prototype solutions and work through implementations
- Review and improve current models of pricing, hedging and risk figure representation
- Build test cases to empower regression tests
- Identify potential issues, risks and room for optimization
- Do background research
Your Profile
- University degree in a highly quantitative field (Mathematics, Statistics, Physics, or Computer Science), or completed apprenticeship or similar banking education...