Derivative and Risk Quant Modell-Validierung

vor 3 Wochen


Zürich, Zürich, Schweiz Zürcher Kantonalbank Vollzeit
Derivative and Risk Quant Modell-Validierung (w/m/d)80% - 100% | Risk | Zürich | BerufserfahreneJetzt online bewerben

Die Zürcher Kantonalbank gehört zu den führenden Anbietern im Handel von Derivaten und Strukturierten Produkten in der Schweiz. Dazu gehört eine hohe Kompetenz hinsichtlich der modellgestützten Derivatebewertung und des Risikomanagement.

Wir im Fachbereich Modellvalidierung innerhalb der Geschäftseinheit Risk stellen die Qualität dieser und einer Reihe weiterer Modelle sicher. Unser fünfköpfiges Team steht dazu im Dialog mit Modellentwickelnden und Anwendern, analysiert die Funktionsweise der Modelle und unterstützt ihre Weiterentwicklung.

Deine Aufgaben – mehr gestalten
  • Validieren der Derivate-Bewertungsmodelle in den Asset-Klassen Aktien, Zinsen, Fremdwährungen, Edelmetalle und Kredit
  • Validieren des Gegenparteikreditrisiko-Modells
  • Validieren des Marktrisiko-VaR-Modells
  • Partnerschaftlicher, aber auch kritischer Dialog mit den Modellentwickelnden, dem Risiko-Management und dem Handel
  • Begleiten des Entwicklungsprozesses neuer oder verbesserter Modelle
Dein Profil – mehr mitbringen
  • Abgeschlossene Hochschule (Master oder PhD) in einer quantitativen Disziplin (z.B. Finance, Mathematik, Physik oder Ökonometrie)
  • Berufserfahrung in den Bereichen Financial Engineering, Quantitative Finance oder quantitatives Risk Management bevorzugt
  • Kenntnisse der theoretischen Grundlagen der Derivatebewertung und des quantitativen Risikomanagement
  • Programmiererfahrung (z.B. Python oder MatLab)
  • Erfahrungen mit dem Handelssystem Front Arena – ist ein Pluspunkt
  • Du zeichnest dich durch dein kritisches Denken, dein pragmatisches Urteilsvermögen sowie deine aufgeschlossene und kreative Persönlichkeit aus
  • Freude am Stakeholder-Management
Unser Angebot – mehr bekommen
  • Breiter und vertiefter Einblick in die Handelsaktivitäten und das Risikomanagement einer grossen Bank
  • Möglichkeit zur Erweiterung deines Arbeitsschwerpunkts, z.B. auch hinsichtlich AI-Modellen
  • Dein Team bietet dir eine intensive Einarbeitung und fortlaufende Unterstützung
  • Deine Karriere liegt uns als Arbeitgeberin am Herzen und deshalb fördern und begleiten wir dich auf deinem Weg und unterstützen dich mit vielen Angeboten
  • Moderner Arbeitsplatz im quirligen Kreis 5 mit sehr guter Verkehrsanbindung
  • Zugang zu internen und externen Netzwerken und Mentoring-Programmen (z.B. unsere Talent Community, Fondsfrauen-Mitgliedschaft, Netzwerk "Mensch" und andere)
  • Langfristige Perspektiven in einem stabilen, nachhaltigen Umfeld bei einer der sichersten Universalbanken der Welt
  • Attraktives Gesamtpaket, welches neben dem attraktiven Grundsalär und einer variablen Vergütung viele Benefits und Vergünstigungen bietet – von A wie Altersvorsorge bis Z wie Zoo-Tickets
Dein Kontakt Anna-Katharina Zaydowicz
freut sich, dir zu helfen.
Telefon: Lerne uns als Arbeitgeberin kennenStelle weiterempfehlen

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