Quantitative Researcher – Investment analytics recruitment
In this role you will be supporting the Head of Financial Engineering by:
- Review existing and new hedging programs, participate in the design of new derivative strategies and provide support on their execution and on-going review, optimization and restructuring.
- Expanding the existing, current and new product libraries maintain/develop efficient tools in the monitoring of derivatives exposures and assist the Head of Financial Engineering and relevant Regional Investment Managers and local CIOs in the analysis of complex financial products.
- Effectively communicate and express complicated methodologies to decision makers.
Skills and Experience
- Master’s degree or PhD in Mathematics/Physics or Econometrics
- Between 2 and 6 years relevant work experience in banking, insurance or asset management
- Very good understanding of interest rate derivatives, equities and credit derivatives modelling
- Quantitative experience particularly in the development of pricing/ risk management tool
- You will have a sound understanding of products design
- Strong quantitative background, very good mathematical and analytical skills
- Very good command of mathematical software
- Programming experience is preferable,
- Strong presentation skills, curious nature, results oriented and team spirit
- Fluency in English is a must and German knowledge is an advantage
To be considered for this role, applicants must be either Swiss citizens, EU-nationals or have the legal right to live and work in Switzerland.
April 29, 2010
• Tags: Derivatives careers in the Switzerland, Investment analytics recruitment, Quantitative Researcher • Posted in: Financial