Beschreibung
Validation Pricing Equities Specialist vacancy for a globally operating Zurich based client in the financial sector.Your experience/skills:
- Master's Degree in a Quantitative discipline like Mathematics, Physics, Engineering or Quantitative Finance coupled with strong mathematical background in Statistics, stochastic calculus and numerical methods.
- Proven track record within Quantitative Risk Management within an Investment Bank validating or developing Pricing models (Equities & Hybrids)
- Excellent understanding of Trading products and Risks generated by Trading strategies
- Good programming skills using one of the following: C#, F#, Python or R
- Being client-focused with the ability to communicate effectively with senior stakeholders and explain complex topics to a diverse range of audiences
- Self-motivation, discipline, task focus, the ability to structure and present work and a proven record of delivering high quality results to strict deadlines
Your tasks:
- Validating Equities Pricing models to ensure they remain fit for purpose and recommending improvements where necessary, including assessing model risk from assumptions and limitations
- Participating in independent model reviews across a wide range of Pricing models and other business-impactful initiatives in accordance with business needs and regulatory expectations
- Independently investigating and documenting the choice of modelling approach, assumptions and associated limitations, model performance and usage
Start: ASAP
Duration: 6 MM+
Location: Zurich, Switzerland
Ref.Nr.: BH 15773
Does this spark your interest? Then take the next step by sending us your CV as a Word document and a contact telephone number on which you are reachable during working hours.
Going the Extra Mile.
As a preferred recruitment agency for Swiss banks, international insurances, finance service providers, software and pharma companies, we acquire exciting positions since 1998 in Zurich, Bern, Basel and other regions in Switzerland every day.
Due to work permit restrictions we unfortunately can only consider applications from EU or Swiss citizens as well as current work-permit holders for Switzerland.
New to Switzerland? In case of a successful placement, we support you with:
- All administrative questions
- Finding an apartment
- Health - and social insurance
- Work permit and much more
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