The Junior Quantitative Analyst, Market Risk, 40% is a part-time team member supporting the Market Risk Analytics (MRA) team, Investment Management, on a range of quantitative portfolio analytics, modelling and reporting tasks. These will include assisting in the design and implementation of quantitative tools for assessing portfolio risk, documenting modelling methodologies, programming and other ad hoc modelling tasks. The person will work within MRA but will also work closely with the Investment Information Systems (IIS) team on model implementation.

Your role As a Junior Quantitative Analyst, Market Risk your main responsibilities will involve:

Model development

• Work under the supervision of Head of Market Risk Analytics to develop portfolio metrics
• Assist with the development of metrics to help identify and correct problems and errors in model simulation runs
• Undertake Python/Matlab programming and SQL database interaction
• Work with members of the Investment Systems team to implement models on productive Systems

Documentation and reporting

• Prepare technical documentation of model methodologies
• Prepare and contribute to the development of risk reports, including the methodological foundations of the metrics used to assess portfolio risk

As a Junior Quantitative Analyst, Market Risk your skills and qualifications will include:

• Student, ideally nearing completion of an MSc or higher qualification in quantitative finance or related quantitative discipline
• Strong mathematical knowledge preferably with a focus on probability and stochastics
• Good knowledge of quantitative finance theory (asset pricing, risk management, portfolio theory) and applications (e.g. Monte Carlo simulation, statistical inference)
• Strong programming skills in one or more of Matlab, Python, R or similar.
• Strong oral & written communication skills
• Responsible and detail-oriented
• Interest in quantitative finance
• Fluent written and spoken English

Primary work location is Zurich. If you value an exciting and varied working environment and meet the above requirements, then our recruiter Dominique Josephine Vögeli is looking forward to receiving your application by clicking on the button “Apply online”. You can find additional information about Zurich as an employer and about the candidate journey on our career site.