The Working Student in Market Risk Analytics 40% is a part-time team member supporting the Market Risk Analytics (MRA) team, Group Investment Management, on the transition of the productive market risk model to a cloud solution. This will include assisting in the design and implementation of quantitative tools for a range of portfolio metrics required for reporting and quality control tasks in the new system environment. The person will work within MRA but will also work closely with the Investment Information Solutions (IIS) team on model implementation.
Your role
As a Working Student in Market Risk Analytics your main responsibilities will involve:
- Work with members of the MRA team to support the transition of the productive market risk model and respective quantitative tools to a cloud environment
- Undertake Python programming and SQL database interaction to develop auditable reporting and quality control tools
- Work with members of the Investment Information Solutions team to ensure new tools are aligned correctly with productive system setup in the cloud
- Support the preparation of technical documentation of productive tools
Your Skills and Experience
As a Working Student in Market Risk Analytics your skills and qualifications will include:
- Master student with enrollment at University or College of higher education in information systems or a quantitative discipline with strong focus on programming
- Practical experience in programming ideally in Python and to a lesser extent in SQL
- Knowledge of quantitative finance theory (asset pricing, risk management, portfolio theory) and applications (e.g. Monte Carlo simulation, statistical inference)
- Strong oral & written communication skills
- Responsible and detail-oriented
- Interest in quantitative finance
- Fluent written and spoken English
Work location is Zurich.
If you value an exciting and varied working environment and meet the above requirements, then we look forward to receiving your application by clicking on the button “Apply online”.
You can find additional information about Zurich as an employer on our career site.