I worked for a Swiss bank in Zürich from December 2006 to March 2007. I made the holes in the cheese in the bank's canteen and had to fix the bank's corporate cuckoo clock when it did not work.
Seriously though, not much more is to be said about working in retail/private banks, even though I have spent a fair part of my career doing this. It is a dreadfully boring industry. I was here for the large scale deployment of the bank's software release cycles and also for a fun immersion in a different (although not completely foreign) culture.
I lived in Zug, about 25 minutes by train from Zürich, in a penthouse apartment not far from the station, the lake and the historical quarter. Door to door travel is 30 minutes and a monthly ticket costs just over 200 Swiss Francs, which includes travel up the local mountains in Zug and Zürich in a funicular and a cable car.
Train travel is one of the few things here that offer truly good value for money here. Basically, the trains are fantastic: They are punctual to the second and even in peak hours a seat can easily be had and it is OK for complete strangers to speak to one another. In fact, it is considered rude to not ask someone if it is OK to sit on the seat opposite.
Every kanton has its own taxation (a bit like USA state taxes but no federal taxes) and it turns out that the kanton of Zug that I live in has the lowest taxes in Switzerland (I payed less than 15% tax). Word has it that Boris Becker, after a wee run-in with the German tax authorities, decided to come and live here. I have yet to see him in the local InterSport shop buying a new tennis raquet though. Kanton Zug does however have inheritance tax and some old people tend to retire in other kantons for the sake of their children. So, if you are planning to retire in Switzerland, Konton Pfaeffikon is the one to go for. It is currently being overrun by purple-rinses and beige-trousered wrinklies.
The airport it not far from Zürich (15 minutes by train, CHF 6 each way - compare this to UK prices to Heathrow) and I flew back to England every weekend or so. I quite enjoyed it there and will certainly be back one day.