Jan 12, 2022

Quantitative Risk Researcher

  • Swissquote
  • Gland, Switzerland
Full time Banking

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


  • 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

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.