Senior Quantitative Analyst - Interest Rate Pricing Models 100% (f/m/d) (Contract through our external payroll partner with immediate start until 31.12.2027, possible extension)
On-site
Core
Design, develop, and implement robust interest rate pricing models covering a wide range of interest rate products.
Role type
Senior IC quantitative analyst (interest rate pricing)
Builds
Interest rate pricing library and models for financial products
Domain
Financial services / Quantitative finance
Deliverable
production ML models
Required skills
Interest rate modelling, stochastic calculus, financial mathematics, compiled languages, model implementation
Preferred skills
Scala, Java ecosystem, German language
Technologies
Scala, Java
Responsibilities
Design and implement interest rate pricing models, collaborate with traders and risk managers, provide hands-on implementation support from concept to production
Seniority
Senior, hands-on IC