Quantitative Analyst – Pricing/Risk Modelling – Zurich recruitment
Take advantage of the great tax breaks and rates in Switzerland and develop your career with a market leading, prestigious Financial Institution
The position:
- Developing models to calculate risk limits and allocate capital; this could potentially cover multiple asset classes reflecting the diversity of the Group's portfolio – for instance one or more of Fixed Income, Credit, Equities, Derivatives (Equity and FI mainly)
- Running the Group’s scenario assessment process on an ongoing basis. In addition you will be expected to develop and automate the scenario assessment and aggregation methodology, including placing the methodology on a more “rigorous” mathematical foundation.
- Assisting with the development of simplified “reduced form” models to enable rapid calculation of portfolio risk on a “real time” basis.
You will not be expected to have experience in all asset classes, more important is that you have the intellectual ability and desire to build up your knowledge as required.
Your Background:
- Strong qualifications in a quantitative discipline (MSc/PhD/DEA) such as statistics, mathematics, physics, econometrics, etc.
- Solid quantitative financial modeling knowledge and experience - ie good understanding of asset pricing methods/principles, as well as quantitative financial risk management methods
- A team player with initiative and intellectual curiosity and a genuine desire to develop a career as a “quant”.
The most useful technical skill set you can bring is probably a "stochastic process" background (including exposure to econometric/statistical estimation methods) – as the position is ultimately a “risk” role the ability to model (multivariate) asset value dynamics is key. Specialist programming skills are not essential (my client has a separate development team) however you will need to develop, test and validate models to at least a completed prototype level, so a solid knowledge of Matlab, R or a related software package would be an advantage.
How to apply:
Send your CV now for consideration. Or for a confidential and discrete discussion, please call Simon on 0203 283 4095 or email simon@its-city.com