Pricing Quant IB / Derivative Trading

Coni & Partner AG seeks a Senior Pricing Quant for its Zurich trading desk, focusing on derivative valuation, risk management, and algorithmic development.

This position sits within the trading department of an international bank in Zurich. The role demands a high level of independence and accountability while operating in a fast-paced setting.

Responsibilities

• Build and refine valuation models for equity and FX derivatives, covering Greeks and volatility metrics.
• Maintain consistent and robust pricing standards across instruments.
• Perform quantitative research using Python and SQL to calculate valuations, assess model risks, and determine dynamic fees or interest rates.
• Create pricing algorithms, validate them, and integrate them into pricing libraries.
• Oversee risk exposure across various trading books.
• Implement and manage specific trading strategies.
• Assist traders by analyzing market trends, trading structures, and risk positions.
• Continuously review existing valuation models and develop analytics for portfolio and risk monitoring.
• Apply statistical methods and machine learning techniques to enhance efficiency and decision-making processes.
• Work closely with IT teams to ensure smooth model integration and support trading automation.

Requirements

• Master’s degree or Ph.D. in Mathematics, Statistics, Computer Science, or Engineering.
• Strong background in quantitative analysis within bank trading operations or quantitative consulting.
• Solid grasp of numerical analysis, probability theory, statistics, and stochastic processes, along with experience in quantitative research.
• Demonstrated experience working in a derivatives trading environment within a competitive market.
• Deep understanding of option pricing models, Greeks, volatility modeling, and market microstructure.
• Proficiency in Python, C++, SQL, and VBA.
• Familiarity with the .NET development environment.
• Experience using Bloomberg, Reuters, or similar real-time trading and risk management platforms.

About the company

Coni & Partner AG is a consultancy that focuses on custom-fit staffing solutions. The firm aims to ensure a perfect match between professional skills, references, and personal as well as social attributes of candidates.

• Specializes in custom-fit staffing to ensure ideal candidate-company alignment.
• Focuses on matching professional skills, references, and personal/social traits.

How to apply

Documents to submit:

• Documents