Quantitative Analyst recruitment
Your responsibilities will therefore include, but are not limited to:
• Develop validate pricing and risk models for portfolio management
• Investigating of mathematically imperfect models, quantifying errors and proposing more adequate solutions
• Analysing models under review: the choice of model, its performance and optimal use of the model
• Managing validation projects
• Writing reports for different stakeholders as well as interaction with supervisory authorities
• Performing general risk management functions
Our ideal candidate must have the following background and abilities:
• A master's degree or PhD in mathematics, physics, or econometrics
• Strong statistical / mathematical background
• Practical experience in the field of risk management and quantitative analysis
• Good knowledge of software applications such as Microsoft Office, S-PLUS, SAS, Matlab, C++
• Ability to develop models in a timely manner, using innovation and common sense
• Good understanding of financial markets/products.
• Excellent communication skills
• Fluency in English and/or German
If you feel that you meet the above requirements and would like to apply for this exciting and challenging opportunity, or would like to find out more, please contact Mr. Jan Wong at Robert Walters on +41-44-809-3507 or JXW@robertwalters.com quoting the Job Reference 297770.