A top-tier banking group in Switzerland is looking for a passionate and driven Senior Quantitative Analyst to join their innovative Quantitative Research Team in Zurich or St. Gallen. This role offers the opportunity to work on cutting-edge models and contribute to the future of risk management.
Responsibilities:
- Develop and enhance IRB credit risk models for PD and LGD estimation.
- Lead the development and validation of market risk models (e.g., structured product valuations, value-at-risk).
- Analyze large datasets to support model development and testing.
- Collaborate with teams to ensure model functionality and communicate results to stakeholders.
- Degree in Mathematics, Statistics, Finance, or a related field. Knowledge of SQL, R, LaTeX, and Git is a plus.
- Strong experience in developing and validating IRB credit risk (PD, LGD) and market risk models.
- Excellent analytical, problem-solving, and communication skills.
- Proactive, team-oriented, with a strong affinity for quantitative methods.
- Proficiency in German is essential.
