Are you experienced in risk modeling, in particular in the area of Counterparty Credit Risk or derivatives pricing and asset pricing or you have relevant academic background in this area? Are you an innovative thinker that likes challenges and is able to deliver against tight timelines? Do you enjoy working with data and develop your own codes?
As the premier supplier to our client, one of the most established financial institutions worldwide, Swisslinx are looking for a Risk Modelling & Analytics Specialist with strong knowledge of Python. It is a short-term contracting position.
Your responsibilities: • Development of models to cover non-directional risk, including illiquidity for bonds, non-linear equities, concentration, and basis risks • Implementation of the developed models in Python
As the ideal candidate for this position, you will possess the following skills: • Experience in non-directional risks modelling for SFT and Derivatives products • Prior working experience in the financial services industry, including exposure to derivative pricing models (preferably across a range of asset classes) • A sound understanding of asset pricing and/or SFT, OTC and ETD transactions across all major asset classes • Good IT skills (R, Python, SQL) • Experience working with large data sets is beneficial • MS or PhD degree a in a quantitative field such as Quantitative Finance, Statistics, Econometrics, Mathematics or Physics • Strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems • Good communication skills with colleagues at all levels in the organization • Fluent in English, both in oral and written form
Can you see yourself in this challenging position? Then we are eager to meet you and we look forward to receiving your full application! By applying for this position, I consent to the Swisslinx Group of companies: - storing my personal information (including name, contact details, Identification and CV information etc.) on their internal or external servers for the purpose of informing me of potential employment opportunities - using my personal information or - supplying it to third parties upon express consent for the purpose of informing me of potential job opportunities - transferring where applicable my personal information to a country outside the EEA/EFTA