Please refer to JobSuchmaschine in your application
Quantitative Risk Manager (m/f)
Skills:Market Risk, Credit Risk, Gas, Energy, Structured Products, Valuation, KPI, Risk Management, Quantitative Analysis, English,German
Required languages:English, German
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.
Contact person:Jean Villard