Pricing Quant IB / Derivative Trading

coni + partner, established 1993, is a consultancy company with headquarters in Zurich and subsidiaries in Düsseldorf and Shanghai. We are specialised in custom-fit staffing in tune with the corporate culture by ensuring a perfect match of professional skills, references and personal as well as social skills of successful candidates. Our client is the trading department of an international bank in Zurich. We are searching for a senior IB quant (m, f, d) as Pricing Quant IB / Derivative Trading Development and enhancement of valuation models for equity and FX derivatives, including Greeks and volatility / Ensure robust, consistent pricing / Conducting quantitative research with Python- and SQL-based tools, calculating instrument valuations, model risks (Greeks), and determining dynamic fees or IR / Developing pricing algorithms and implementing them into pricing libraries following testing and validation / Manage and oversee risk across the trading books / Execute and manage trading strategies / Supporting traders in analyzing market conditions, trading structures, and risk positions / Ongoing review of current valuation models and development of analytics to support portfolio and risk monitoring / Leverage statistical concepts and machine learning/AI techniques to improve efficiency and decision-making /Collaborate with the IT teams to ensure seamless model integration and ongoing trading automation / Work in a fast-paced environment with a high degree of autonomy and accountability. Master’s or Ph.D. in Mathematics, Statistics, Computer Science, Engineering / In-depth knowledge of quantitative analysis in a bank’s trading operations or in quantitative consulting / Familiarity with numerical analysis and probability theory, statistics, and stochastic processes as well as experience in quantitative research / Proven experience in derivatives trading environment within a competitive landscape / In-depth understanding of option pricing models, Greeks, volatility modeling, and market microstructure / Ability to use AI/ML tools to automate workflows or enhance research / Experience with Bloomberg, Reuters, or other real-time trading and risk management systems / Very good knowledge of Python, C++, SQL, and VBA / Knowledge of the .NET environment / Interest in solving complex quantitative problems and the ability to work independently and proactively / Proactive, entrepreneurial mindset / Excellent communication and presentation skills. Please send us your documents for an initial contact by e-mail to contact@coni-partner. com or call us on +41 44 254 90 10. Mr. Ivano Coni would like to support you. Your application will be kept strictly confidential. coni + partner ag Ivano Coni Managing Director Klosbachstrasse 107 CH-8032 Zürich Tel.: +41 44 254 90 10