Quantitative Analyst

We are looking for a Quantitative Analyst to join our Quantitative Research team. This team is responsible for developing and validating the financial models that drive our market risk analytics, with a particular focus on liquidity risk and credit charges in private market portfolios.

Requirements

• Minimum 3 years of experience in a quantitative finance, risk modelling, or financial engineering role.
• Master’s degree or higher in a quantitative/STEM field (e.g., Mathematics, Physics, Financial Engineering, Computer Science).
• Practical experience with pricing and risk management of credit and/or equity derivatives, ideally across multiple asset classes.
• Strong programming skills in Python for financial modelling and data analysis.
• Solid understanding of market risk concepts including VaR, stress testing, sensitivities, and exposure analysis.
• Ability to work independently on model design and testing, while collaborating effectively with cross-functional teams.
• Excellent communication skills and the ability to explain quantitative results to non-specialist audiences.
• Strong attention to detail and ability to manage multiple project streams.

Benefits

• Competitive remuneration package (salary + bonus)
• Health care
• Retirement plans
• Financial support towards professional qualifications