Senior Quant Risk Modeller
Vontobel Beteiligungen AG
Publication date:
05 March 2025Workload:
100%Contract type:
Unlimited employment- Place of work:Zurich
Job summary
Join Vontobel's transformative journey in finance and tech! Be part of a dynamic team that values personal and technical growth.
Tasks
- Develop and manage proprietary quantitative risk management models.
- Utilize high-performance compute clusters in cloud and on-prem environments.
- Contribute to the exotic derivatives pricing library and risk management.
Skills
- Experience in quantitative risk modeling and financial services required.
- Strong analytical and problem-solving skills essential.
- Familiarity with machine learning and grid infrastructure preferred.
Is this helpful?
We invest in people who create opportunities to deliver the client experience of tomorrow. You should therefore be able to translate our customer needs into functional, attractive interactive applications.
Within our Quant Group we are looking for a Senior Quant Risk Modelling Analyst who enjoys developing and managing our proprietary quantitative risk management models and capabilities, using our high performance compute clusters on-prem and in the cloud, sharing new ideas, and is keen on driving continuous improvement at all times. The international team is responsible for developing and maintaining the exotic derivatives pricing library, grid infrastructure, ML routines, and, importantly, the risk management infrastructure and modelling platform, thereby playing a key role in Vontobel’s Structured Products business and its risk management and control organizations.
Vontobel is a future-oriented financial institution. Investment opportunities that drive our clients forward, global financial services provider with Swiss roots, asset management, active asset management and tailor-made investment solutions are our assets.
