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)

• Design, develop, and implement robust interest rate pricing models capable of covering all sorts of interest rate products
• Collaborate closely with traders, risk managers, and IT departments to ensure the models meet business requirements and technical standards
• Provide hands-on implementation support throughout the project lifecycle, from conceptualisation to production deployment

• Master's degree or higher in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Quantitative Finance)
• Proven professional experience in the practical implementation of interest rate pricing models, ideally within a bank, financial institution, or consultancy
• Strong programming skills in at least one compiled language; familiarity with Scala and the Java ecosystem is an advantage
• Deep understanding of financial mathematics, stochastic calculus, and modern interest rate modelling frameworks, with a focus on tangible implementation rather than purely theoretical research
• Self-motivated and adaptable, with the ability to deliver high-quality work independently
• Excellent communication skills in English; proficiency in German is an advantage

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