Quantitative Analyst (m/f) recruitment
Your Role
Working in the risk management team, your main activities will be:
• Perform periodic liability valuation, for internal and external reporting
• Perform periodic PL analysis
• Monitor funds for hedging purposes
• Define and structure liability hedges
• Assist in the enhancement and development of Swiss Life Products’ risk management platform, including model development and model validation
• Participate in the product development and product pricing processes
Your Profile
• Master degree in Financial mathematics, Economics, Engineering, Econometrics, or Computer Sciences
• Minimum of 2 years in financial services, asset management or a similar environment with a strong emphasis on quantitative finance
• Sound understanding of pricing and risk management of equity and interest rate derivatives products. Knowledge of insurance products is a plus.
• Strong communication skills (both written and verbal) in English and German.
• Good C++; Visual Studio programming skills : Database skills are an asset (SQL/Oracle)
Our Offer
• Work in an international and multicultural environment, some travel to Zurich and Munich is required
• Attractive base remuneration, plus additional benefits such as meal vouchers, supplementary pension scheme and medical insurance cover
• We reward exceptional performance and encourage personal development
Please send your application with the following reference « SLPL-Quantitative Analyst » by e-mail via the below apply link . Only qualified applicants will be taken into consideration.