Quantitative Analyst / Financial Engineer

Job description

Tasks

• Independent validation of pricing and valuation models used across different asset classes, including equities and FX derivatives
• Participation in the New Product Approval process, as gatekeeper for model risk, to ensure that pricing and valuation models are robust and well understood
• Ensure adequate controls and monitoring, with a thorough assessment of their conceptual soundness, implementation quality and compliance with internal governance standards before a new product is released to market
• Development and implementation of independent reference price models as part of the validation process using quantitative libraries
• Evaluation of model performance, limitations and sensitivity to parameters using quantitative techniques
• Work with front office quants, trading desks, risk managers and IT to understand business use, technical design and model constraints

Requirements

• Advanced degree (Master's or PhD) in quantitative finance, mathematics, physics, computer science or a related quantitative discipline
• Business fluency in English required

We offer

Further information

• The position is based in Zurich and is a full-time position.