Quantitative Modeler

We are seeking a Quantitative Modeler for a contract opportunity with our client in Zürich. The role focuses on the validation and implementation of models related to US withholding tax regulations.

• Review and validate models ensuring alignment with US withholding tax requirements
• Assess equity-linked instruments for 871(m) applicability
• Conduct analysis on financial instruments linked to US securities
• Provide subject matter insights on the tax implications of complex instruments
• Collaborate with cross-functional teams to support model deployment and compliance

• Proven experience in quantitative financial modeling and analysis
• Strong knowledge of US tax rules relevant to financial products, especially Section 871(m)
• Solid expertise in equity derivatives, including understanding of Greeks and pricing models
• Familiarity with the structure and taxation of equity-linked instruments
• Relevant academic qualifications in finance, mathematics, economics, or a related field
• Fluency in English (written and spoken)