Working Student in Market Risk Analytics 40% temporary

The Working Student, Market Risk, 40% is a part-time team member supporting the Market Risk Analytics (MRA) team, Group Investment Management, on the development of the quantitative market risk model. 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 modelling 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, Market Risk, 40% your main responsibilities will involve:

• Work with members of the MRA team to support the development of the market risk model and respective quantitative tools
• Undertake research-oriented tasks with a view to development of risk model enhancements
• 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 a cloud environment
• Support the preparation of technical documentation of productive tools

Your Skills and Experience

As a Working Student, Market Risk, 40% your skills and qualifications will include:

• Student enrolled in a Masters or PhD program in quantitative finance or a similarly quantitative field (mathematics, statistics, econometrics) with strong programming focus
• Experience in programming ideally in Python and to a lesser extent 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 and financial risk modelling
• Fluent written and spoken English

Additional Information

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.

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Who we are

Zurich is a strong brand - more than 1.4 million Swiss customers place their trust in our products and services. Our 53,000 employees worldwide form the basis of our success, helping our customers in 210 countries and territories to understand and protect themselves from risk. In order to deliver our services, we offer our employees flexible working models and interesting opportunities for further training & development. As a Zurich employee you benefit from a multitude of advantages as well as a strong culture, characterized by acceptance, diversity and team spirit.

At Zurich, we foster a culture of diversity and inclusion. Our purpose and values are designed to protect, inspire confidence and help our employees reach their full potential. We value and defend what is right and promote opportunities for equity among our professionals, regardless of gender, disability, LGBTQ +, race, ethnicity, generations, belief, etc. Our talent acquisition and hiring processes respect this commitment daily. Join Zurich and be part of this culture.

Information for recruitment agencies

Zurich accepts no applications from recruitment agencies for this position. We therefore request that recruitment agencies do not submit any candidate documents neither via our employees nor through our online career portal. We refuse any responsibility for unsolicited applications as well as any associated fees. Thank you for your understanding.

Primary Location:Switzerland-Zurich-Zurich

Schedule:Part-time

Travel:No

Job Posting:11/22/19

Unposting Date:Ongoing