Quantitative Risk Manager (m/f)

  • Competitive
  • Zurich, Switzerland
  • Permanent, Full time
  • Swisslinx
  • 26 Sep 16

Quantitative Risk Manager (m/f)

On behalf of our client, a trading group, Swisslinx is looking for a Quantitative Risk Manager to join their team.

This is an ideal position for someone with a solid experience in market and credit risk as well as a good knowledge of the gas market. Duties will include:

• Develop key performance indicators in relation to risk management,
• Provide valuation and risk management tools to support investment decisions,
• Perform valuation of structured products through model development,
• Develop techniques to price and risk manage trading products,
• Further develop methodologies for risk measurement, valuation and stress testing.

In order to be considered as a potential candidate, you must have the following requirements:

• University Degree in Quantitative Finance, Mathematics, Statistics or in a relevant field; FRM, CQF and CFA certifications an advantage,
• Solid Gas market knowledge
• Experience in valuing derivatives and pricing structured products within a trading or banking environment,
• Excellent programming skills (i.e. C#, Matlab, Python, VBA, etc.),
• Solid communication and interpersonal skills,
• Fluency in English, German is a plus.