Python Quant Developer vacancy for our Basel based client in the Banking sector.

Your tasks:

• Design, implement, and maintain Python-based quantitative models for yield curve modelling, pricing, risk management, and portfolio optimisation.
• Re-architect and migrate applications from MATLAB to Python, ensuring robust and production-ready solutions.
• Develop and execute back-tests and stress tests to validate trading strategy performance across diverse market regimes.
• Collaborate with researchers and traders to translate mathematical models into reliable software solutions and optimise code for performance.
• Integrate quantitative models with diverse data feeds and maintain automated data pipelines for high scalability.

Your experience/knowledge:

• Around 5 years’ experience as a Quant Developer, Quantitative Analyst, or similar role with a focus on Python-based trading or risk models.
• Proficiency in Python libraries such as NumPy, Pandas, SciPy, statsmodels, Prophet, Darts, and QuantLib.
• Experience developing and back-testing strategies using tools like Zipline, Backtrader, or custom frameworks.
• Strong understanding of financial instruments (equities, fixed income, derivatives) and quantitative techniques (Time Series Analysis, Monte Carlo simulation).
• Language skills: English

Your soft skills:

• Excellent problem-solving and analytical abilities, comfortable working with complex quantitative concepts.
• Strong collaboration and communication skills, able to explain technical solutions to non-technical stakeholders.
• Proactive learner with a passion for financial markets, technology, and continuous improvement.

Location: Basel, Switzerland