Working Student - Junior Quantitative Analyst - Market Risk 40%, temporary

The Junior Quantitative Analyst, Market Risk, 40% is a part-time team member supporting the Market Risk Analytics (MRA) team, Investment Management, on a range of quantitative portfolio analytics, modelling and reporting tasks. These will include assisting in the design and implementation of quantitative tools for assessing portfolio risk, documenting modelling methodologies, programming and other ad hoc modelling tasks. The person will work within MRA but will also work closely with the Investment Information Systems (IIS) team on model implementation.

Your role

As a Junior Quantitative Analyst, Market Risk your main responsibilities will involve:

Model development

• Work under the supervision of Head of Market Risk Analytics to develop portfolio metrics
• Assist with the development of metrics to help identify and correct problems and errors in model simulation runs
• Undertake Python/Matlab programming and SQL database interaction
• Work with members of the Investment Systems team to implement models on productive Systems

Documentation and reporting

• Prepare technical documentation of model methodologies
• Prepare and contribute to the development of risk reports, including the methodological foundations of the metrics used to assess portfolio risk

Your Skills and Experience

As a Junior Quantitative Analyst, Market Risk your skills and qualifications will include:

• Student, ideally nearing completion of an MSc or higher qualification in quantitative finance or related quantitative discipline
• Strong mathematical knowledge preferably with a focus on probability and stochastics
• Good knowledge of quantitative finance theory (asset pricing, risk management, portfolio theory) and applications (e.g. Monte Carlo simulation, statistical inference)
• Strong programming skills in one or more of Matlab, Python, R or similar.
• Strong oral & written communication skills
• Responsible and detail-oriented
• Interest in quantitative finance
• Fluent written and spoken English

Additional Information

Primary work location is Zurich.
If you value an exciting and varied working environment and meet the above requirements, then our recruiter Dominique Josephine Vögeli is looking forward to receiving your application by clicking on the button “Apply online”.

You can find additional information about Zurich as an employer and about the candidate journey 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 are an equal opportunity employer. We attract and retain the best qualified individuals available, without regard to race/ethnicity, religion, gender, sexual orientation, age or disability.

Information for recruitment agencies

Zurich accepts no unsolicited 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

Schedule:Part-time

Travel:No

Job Posting:08/30/18

Unposting Date:Ongoing