Quantitative Risk Specialist

Are you a person with strong analytical skills, who likes to apply theoretical concepts to real market data to get accurate prices for financial products and reliable figures measuring our institute’s risk?

As an employee within the Models & Methodology team, you will use your analytic, IT, and financial skills to contribute to the validation of the bank’s pricing and risk models. You will have the possibility to combine your profound mathematical knowledge with your deep programming skills in a competitive environment. You will defend your results towards stakeholders in other units. You will collaborate with other team members that have various academic backgrounds to advance the efficiency and scope of the department’s processes.

Your opportunity

  • perform autonomously pricing model validations 
  • run a pricing model monitoring tool
  • review risk models already in use and analyze the strengths and weaknesses of new ones
  • work in an area where you daily get in touch with new ideas for interesting financial products
  • learn from a high quality software engineering environment

 

You bring

  • Master or PhD in a quantitative field (e.g. quantitative finance, physics or mathematics)
  • Good programming skills (C++, F#, Python)
  • Interest and willingness to familiarize oneself with financial mathematical topics and to go the extra mile where necessary
  • Interest to work in a risk control team with a daily exposure to a trading environment
  • English language skills; German is a strong plus

You are

  • Not satisfied with less than 100% quality of your output.
  • Tenacious in analyzing numerical models on a very detailed level and at the same time be able to identify the big picture described financial product
  • A team player with good communication skills
  • A reliable and trusted person

 

Location

Zürich / Bleicherweg 21

 

Contact

Slava Müller
+41 58 283 72 17
Corporate Human Resources