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Quant Analyst/Engineer - Zurich, Switzerland

Posted on Aug 21, 2020 by SystemRS

Zürich, Switzerland
IT
Immediate Start
Annual Salary
Full-Time


Quant Analyst/Engineer - Zurich, Switzerland

YOUR CHALLENGE

  • Participation in new product approval process including: risk assessment, requirements specification and ensuring that internal risk models are adequate
  • Validation and control of in-house developed pricing models for Equity and FX contracts
  • Development and implementation reference pricing models
  • Assessment of model risk based on model limitations and mathematical assumptions
  • Review quality of risk and stress information as well as independent price verification

REQUIREMENTS

  • Higher university degree in a quantitative area (Physics, Mathematics, Engineering, Quantitative Finance), Master or PhD level
  • Experience in risk modelling
  • Strong quantitative background in Finance
  • Programming knowledge, preferably Python and Java
  • Deep knowledge of financial markets, products and their representation in trading systems
  • Experience in the trading environment (market risk, valuation control, model validation)
  • Good language skills (German and English)
  • Team and customer oriented personality
  • Self-driven, independent
  • Good communication skills



Reference: 933064865

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