Quantitative Analyst

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Quantitative Analyst

Job Title: Quantitative Analyst
Contract Type: Permanent
Location: Switzerland
Reference: AK20
Contact Name: Aamir Kapasi
Contact Email:
Job Published: October 18, 2016 11:51

Job Description

Our client, an established leader in trading commodities infrastructure investing, is currently expanding their scope in terms of structures coverage and geographical research.

Key Responsibilities:

  • Support the Structured Portfolio Manager in carrying out physical portfolio optimisation and hedging strategies
  • Assisting the Structured Portfolio Manager in identifying and generating new high margin structures that improve the risk/reward ratio of the portfolio
  • Development a suite of robust, efficient and user-friendly tool for the valuation, optimisation and risk management of a wide range of structures
  • Continuous improvement of optimisation and risk management strategies
  • Refining fundamental views on the market via quantitative analysis of prices, flows and market participants behaviour

Key Requirements:

  • Master’s Degree in maths, physics, computer science or a diploma from a Top Tier Engineering school
  • 1-2 years’ experience in quantitative analysis role with exposure to designing and coding mathematical models for pricing and risk-management of exotic derivatives

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