Quantitative Risk Researcher

  • Full-time

Company Description

Swissquote challenges the code to deliver innovative services & products that make financial opportunities accessible to everyone.

We are the Swiss leader in online trading and we deliver our services to + 400’000 clients who can trade over 3 million products through performant and secured platforms.

As well as various online trading products (stocks, bonds, funds, derivative products, cryptocurrencies…), we provide Forex, Robo-Advisory and Mortgages solutions.

Join our +800 employees all over the world to accelerate your career in fast-moving and rock-solid company! We keep on growing and despite the COVID-19 pandemic, we were able to deliver exceptional results in 2020.

Job Description

Join the Quantitative Asset Management Department as a Quantitative Risk Researcher:

  • Consult Controlling & Risk Department, to test & implement state to the art quantitative risk computation especially in the fields of derivatives
  • Apply Machine Learning methods to quantitative risk management
  • Support projects in production stage like implied volatility surface computation based on DNN
  • Manage internships

Qualifications

  • Enthusiastic about Quantitative Finance, adaptable and most of all eager to learn
  • A PhD or Master graduate in Quantitative finance, Mathematics, Applied Mathematics or Physics
  • Very interested in Risk, Quantitative Finance, AI, Machine Learning, Big Data
  • Familiar with Machine Learning methods applied to finance
  • Skilled in Python and/or R
  • Having good knowledge of quantitative risk management, derivative pricing, extreme events theory

Additional Information

A BANK THAT DOESN'T LOOK LIKE ONE
Located near Geneva and the lake, our Headquarters gathers 600 of our employees: young (34 years old average), multicultural (50 nationalities) and wearing what suits them best. You will find a friendly atmosphere in an open and inclusive environment. Spacious offices, home-office policy, outdoor terrace, sports clubs and even... a real Pub for after-work moments.

SQ4

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