Quantitative Strategist

Role Overview We have partnered with a tier-1 alternative investment manager looking to hire a Quantitative Strategist to join a high-performing investment unit in Zurich. This is a unique opportunity to join a world-class quant team working closely with portfolio managers and providing quantitative firepower to the broader business lines including macro portfolio management & ALM, liquid credit, structured credit, and private credit. The position is well-suited to candidates with strong quantitative foundations, adaptability, and the ability to present sophisticated analyses clearly to senior stakeholders. Unlike traditional quant roles in banks or hedge funds, this position requires adaptability to work across diverse investment topics, handling imperfect data while navigating governance and regulatory constraints. NOTE: EU or Swiss citizenship required due to location-specific considerations Key Responsibilities Build, enhance, and maintain quantitative models used for pricing, risk attribution, and performance analysis across portfolios Conduct deep analysis of portfolio exposures to support investment and risk decision-making Assist in the assessment of structured and illiquid deal opportunities, helping quantify risk/return profiles in a rigorous and practical manner Engage flexibly across high-complexity projects, including M&A due diligence Model financial products across structured credit (e.g., CLOs, SPVs, ABS) and private assets, including duration-matched instruments Solve unstructured problems by conceptualizing and quantifying challenges where predefined frameworks may not exist Contribute to the development of scalable analytics infrastructure, including model integration and database rationalization Partner with internal technology and data teams to ensure seamless connectivity between quant models and reporting systems Translate complex quantitative findings into clear, actionable insights for investment teams and senior decision-makers Operate across multiple projects under tight deadlines in a fast-paced, high-accountability environment Requirements & Qualifications 3-7 years of relevant quant experience in Insurance asset management (Solvency II or MA familiarity a plus), Rating agencies (particularly in structured credit), Investment banks or asset managers with a focus on fixed income, private credit, or structured products Strong academic background in a STEM discipline or financial engineering Proficient in Python; SQL skills highly preferred; C# knowledge and other languages are also a plus but not required. Solid understanding of fixed income math, risk modeling, and financial structuring concepts Experience modeling or analysing structured credit products such as CLOs, SPVs, ABS, and duration-matched portfolios is desirable Exceptional analytical and problem-solving abilities, with comfort working on diverse and ambiguous project mandates Strong written and verbal communication skills; capable of distilling complex analyses into clear messages for senior stakeholders Highly adaptable, detail-oriented, and able to pivot quickly across topics in high-stakes environments NOTE: EU or Swiss citizenship required due to location-specific considerations