  This work is devoted to non-linear stochastic Schr\"odinger equations with
multiplicative fractional noise, where the stochastic integral is defined
following the Riemann-Stieljes approach of Z\"ahle. Under the assumptions that
the initial condition is in the Sobolev space $H^q(\Rm^n)$ for a dimension $n$
less than three and $q$ an integer greater or equal to zero, that the noise is
a $Q-$fractional Brownian motion with Hurst index $H\in(1/2,1)$ and spatial
regularity $H^{q+4}(\Rm^n)$, as well as appropriate hypotheses on the
non-linearity, we obtain the local existence of a unique pathwise solution in
$\calC^0(0,T,H^q(\Rm^n)) \cap \calC^{0,\gamma}(0,T,H^{q-2}(\Rm^n))$, for any
$\gamma \in [0,H)$. Contrary to the parabolic case, standard fixed point
techniques based on the mild formulation of the SPDE cannot be directly used
because of the weak smoothing in time properties of the Schr\"odinger
semigroup. We follow here a different route and our proof relies on a change of
phase that removes the noise and leads to a Schr\"odinger equation with a
magnetic potential that is not differentiable in time.
