Job description:
Responsibilities will include:
* Design, implement, and maintain Python-based quantitative models for yield curve modeling, pricing, risk management, and portfolio optimization.
* Develop and execute backtests and stress tests to validate strategy performance across market regimes.
* Collaborate with quantitative researchers and traders to translate mathematical models into production-ready code.
* Integrate models with data feeds (market, reference, and alternative data) and ensure data pipelines are robust and scalable.
* Optimize code performance for low latency and high throughput in both research and production environments.
* Implement version control, CI/CD pipelines, and automated testing frameworks to ensure code quality and reproducibility.
* Monitor, maintain, and troubleshoot existing applications; deploy model updates with minimal disruption.
* Stay current with developments in quantitative finance, numerical methods, and Python ecosystem libraries; propose and adopt best practices.
* Translate existing applications written in MATLAB into Python.
About the customer:
The focus will be on developing, backtesting, and deploying quantitative models and trading strategies, as well as maintaining and enhancing existing production pipelines and applications.
This is an initial contract running for 6 month contract until 31 March 2026 years with possibility to extend. Ideally our client would like someone to start by start of November.
As a pivotal member of a small and diverse Internal Audit Department, you will ensure the smooth operation of the IA department and take over administrative responsibilities, project management support, and travel and event coordination.
Requirements:
To be considered for this role, you will possess as many of the following skills as possible:
* Around 5 years of experience as a Quant Developer, Quantitative Analyst, or similar role with a focus on Python-based implementation of trading/risk models.
* Proficiency in Python libraries such as NumPy, Pandas, SciPy, statsmodels, prophet and Darts.
* Experience developing and backtesting strategies, for example using frameworks like Zipline, Backtrader, or custom solutions.
* Strong understanding of financial instruments (equities, fixed income, derivatives) and quantitative techniques (Time Series Analysis, Monte Carlo simulation).
* Prior experience in developing Python applications in the financial industry.
* Excellent communications skills in English
Nice to have:
* Solid understanding of the term structure of interest rates, including yield-curve construction and calibration techniques (e.g., bootstrapping, spline fitting), and familiarity with both short-rate and forward-rate models (e.g., Vasicek, CIR, Hull-White) as well as parametric and multifactor frameworks such as Nelson-Siegel (and Svensson).
* Experience packaging Python applications as self-contained deployable binaries-embedding the interpreter, statically linking dependencies, and bundling all resources into a single executable to simplify distribution and cross-language integration.
* Demonstrated experience in the design and development of web applications, with practical experience using Python data application development frameworks such as Streamlit, Plotly Dash, or Panel (HoloViz).
* Basic understanding of MATLAB code for translating existing applications written in MATLAB into Python
Compensation benefits:
Please note interviews would be conducted via video call (two stages), however the role is based 100% in Switzerland. Our client offers:
* The opportunity to work in a diverse and international environment on a long-term basis
* 50% working from home
* 20 days working remotely from abroad per year
* Modern office in central Basel (50 minutes direct train from Zurich) with subsidised canteen
Are you interested to work in an international environment in one of the most important financial companies worldwide? Then apply now! We look forward to receiving your full application before the deadline on Monday 22 September.