Do I need to open a bank account In Switzerland?

Yes, you will need to open a Swiss bank account as you are paid in Swiss Francs. CERN has two banks in Meyrin site (UBS or La Poste), one in Prevessin site (Credit Agricole). You can also open a bank account in any other bank in Switzerland. Once you are at CERN, you can contact the bank in order to arrange an appointment.