Senior Derivatives Quantitative Analyst
Bank J. Safra Sarasin AGBank J. Safra Sarasin AG is looking for a Senior Derivatives Quantitative Analyst to join the team in .
As a Senior Derivatives Quantitative Analyst, your key responsibilities will be:
- 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
The ideal candidate profile:
- Formation et expérience en lien avec le poste
- Capacité à travailler en autonomie et en équipe
- Rigueur, ponctualité et sens des responsabilités
Apply now for this Senior Derivatives Quantitative Analyst position in .