Michael Page Suisse

Financial director / Consolidation


Quantitative analyst (m/f)

07 November Kanton Zürich, Zürich Temp

International Bank with Zurich office

Support strategic asset allocation process (data, coding, modelling)
Extending and developing multi-asset and alternatives investment research
Multi-factor economic, asset return and sector allocation modelling
Ability to generate econometric modelling in order to provide macro tools
Rapid prototyping of models and products
Explain model behavior and predictions, identify major sources of risk in portfolios, carry out
scenario analyses, provide guidance / debug analytics
Perform detailed investment and operational due diligence on existing positions and new
investment opportunities for inclusion in client portfolios
Quantitative screening of manager universes and asset classes to identify new investment

Very interesting role in a small team of Quants

Well known bank looking for an ambitious Quant

Master's or PhD or equivalent degree from top tier universities/programs with a quantitative focus
in Applied Mathematics, Statistics, Computer Science or Quantitative Finance
One to two years of risk/quantitative experience in the investment management business
Strong database and programming skills.
Excellence in probability theory, stochastic calculus processes, partial differential equations, econometric
modelling, Monte Carlo simulation and stochastic calculus and numerical analysis
Previous experience in macro modeling, global asset allocation, risk modelling and performance attribution
Fluency in English is a must, German nice to have
Prior work with Bloomberg Professional is a plus

Interesting role in a well known bank and a great team