Quantitative Engineer – Risk Analytics in Zürich

swissQuant Group provides quantitative services, consultancy, and products for financial and industrial clients, including a number of global Fortune 500 companies.Our business edge originates from the effective translation of Intelligent Technology into measurable, bottom-line client value. swissQuant Group is a privately held company incorporated in 2005 as a spin-off of ETH Zürich.Your RoleYou will join a cross-functional team of quant engineers and quant developers building and operating a state-of-the-art, cloud-based portfolio risk system used by leading financial institutions.The team covers the entire development and production cycle — risk model development, implementation, testing and monitoring — with strong role interchangeability amongst team members. In a highly innovative and collaborative environment, you will help create the next generation of financial risk models and bring them to life as software components and services.Our multi-asset class risk engine covers a large set of risk factors, instrument types, and portfolio risk analytics. Ongoing efforts focus on expanding coverage, improving accuracy and performance, and on building AI-assisted and agentic capabilities into both our products and our own engineering workflow.You will also have the opportunity to collaborate with our Capital Market Technologies team and gain exposure to client-facing quantitative projects, particularly risk models for Central Counterparties (CCPs), including margin methodologies, stress testing, backtesting and model validation.You WillDesign, build and deliver robust, production-quality models and code within a unified libraryImplement, test and monitor risk analytics across the full development and production cycleContribute to the expansion of instrument, risk-factor and analytics coverage of the risk engineEnhance the usability of our portfolio risk, performance analytics and portfolio construction toolsTake a quantitative idea from proof-of-concept through to client deliverableUse modern AI coding assistants and agentic tooling to accelerate development, testing and documentation, while owning the correctness and quality of the resultContribute to client-facing capital markets projects, including model development, validation and review in line with regulatory standards (e.g. EMIR, CPMI‑IOSCO PFMI, Basel/FRTB, Solvency II)Deliver high-quality documentation, validation reports and presentations to clients and senior stakeholdersCommunicate and explain model results and modelling assumptions to stakeholders with diverse levels of domain knowledgeYou BringHigher university degree in a quantitative discipline such as Quantitative Finance, Mathematics, Physics, Computer Science or Engineering (PhD a plus)Solid experience in quantitative model development, testing and documentationGood understanding of major financial markets and products. Knowledge of factor models, asset allocation and derivatives valuation models is a big plusExposure to practical portfolio management or risk management is beneficialGood understanding of statistical and econometric modelling techniques, e.g. time series analysis, regression models and machine learningAt least 3 years of Python coding experience; other languages are a plusKnowledge of datastores (SQL and/or NoSQL) is required. Exposure to CI/CD technologies (Google Cloud, Jenkins, Docker, Kubernetes) is beneficialHands‑on experience with AI coding tools (e.g. Claude Code, Codex, Gemini CLI, Cursor, Windsurf) and a thoughtful, critical approach to integrating them into a professional engineering workflowFamiliarity with agentic application development — LLM‑based agents, tool/function calling, retrieval‑augmented generation (RAG), and the Model Context Protocol (MCP) — is a strong plusExcellent communication and presentation skills; comfortable interacting with clients and senior stakeholdersAbility to deliver to tight deadlines in a client project contextHands on experience with CCP risk models, initial margin methodologies (e.g. SPAN, VaR/ES‑based), default fund and stress testing frameworks is a plusA desire for continuous learning and an excellent team spirit are essentialSwissQuant Group is a fast paced and dynamic company. We offer room for growth and a high level of personal responsibility in a challenging environment. As a successful candidate, you will join a project team and take an active part targeting clients and aligning our product offering with real client needs and future industry trends.SwissQuant is an equal opportunity employer and we are committed to providing a workplace free from discrimination.Decisions related to hiring are made fairly, and we provide equal employment opportunities to all qualified candidates and employees. All applicants will be considered for employment without attention to race, colour, religion, sex, sexual orientation, gender identity, national origin, or disability status. #J-18808-Ljbffr