Quantitative Analyst

Job description:

• Assess and enhance existing IRB credit risk models for Probability of Default (PD) and Loss Given Default (LGD) estimation.
• Design, develop, and validate market risk models for internal applications, including pricing models for structured products and Value-at-Risk (VaR).
• Process and analyze large datasets to support the development, validation, and testing of financial models.

About the customer:

On behalf of our client, Swisslinx is seeking a skilled and dedicated Quantitative Analyst to join their Quantitative Research Team. This is a permanent, full-time position (100%) based on-site, with the added flexibility of a hybrid work arrangement.

Requirements:

• A degree in Mathematics, Statistics, Finance, or a closely related quantitative field.
• Proficiency in SQL, R, LaTeX, and Git.
• Strong expertise in the development and validation of IRB credit risk models (PD, LGD) and market risk models.
• Excellent analytical skills and structured thinking, with a passion for quantitative methodologies.
• Native-level proficiency in German is a must.

We appreciate your interest in the position and look forward to reviewing your application. Should your qualifications meet the requirements, we will reach out directly to discuss the next steps.