Python Job: Risk Modeling Specialist - Derivatives - Python (8

For a project at our client's site (home office possible within Switzerland), an international bank based in Zurich, we are looking for an experienced

• Experience in non-directional risk modeling for SFT and Derivatives products with a degree in MS or PhD
• Prior working experience in the financial services industry, including exposure to derivative pricing models, preferably across a range of asset classes
• Solid understanding of asset pricing and/or SFT, OTC and ETD transactions across all major asset classes
• Good IT skills in R, Python and SQL
• Experience in working with large data sets is a plus
• Strong analytical skills and the ability to apply techniques from numerical analysis, statistics and financial mathematics to solve practical problems
• Good communication skills with colleagues at all levels in the organization
• Fluent in English

• Development of models to cover non-directional risk, including illiquidity for bonds, non-linear equities, concentration and basis risks
• Implementation of the developed models in Python

Off to new destinations! Apply now directly on [email protected] or contact our team on +41 44 485 44 99.