Our client is an Swiss Asset Management firm, looking for a Senior Risk Analyst.
Job description:
- Design, develop, implement and maintain quantitative risk models, including VaR/CVaR, Monte Carlo simulations, stress testing, scenario analysis, factor models and cash-flow forecasting
- Act as the primary technical and methodological reference for Risk Management’s analytical tools, including internally developed applications and third-party risk platforms
- Develop methodologies to assess market, credit, liquidity, counterparty and other relevant investment risks across asset classes and strategies
- Work closely with colleagues to translate investment-risk questions into statistical methodologies, investigate complex exposures and assess potential outcomes under alternative market conditions
- Keep abreast with developments in statistical modelling, financial risk methodologies and analytical technology, identifying opportunities to strengthen the department’s capabilities
Required Profile:
- A minimum of 5 years of relevant professional experience in financial engineering or model development, preferably within asset management, banking, hedge funds or another investment-focused environment
- Advanced programming skills in Matlab and Python, including statistical libraries and experience developing reliable, maintainable analytical applications
- Proficiency in SQL, data processing and database interaction
- Demonstrated hands-on experience designing, implementing and maintaining statistical risk models used in a professional environment
- Practical experience with financial risk methodologies, particularly VaR/CVaR, Monte Carlo methods, stochastic modelling, stress testing and scenario analysis
- Experience working with professional risk-management systems, including model configuration, calibration, interpretation and critical assessment is a plus
- Strong statistical and mathematical foundations, including probability theory, stochastic processes, time-series analysis, econometrics and numerical methods
- Good command of statistical and finance concepts, financial risk measurement and the modelling of financial instruments and cash flows
- Professional proficiency in English; French would be an asset