Quantitative Fund Risk Modeler (m/f) 100%


Quantum Global Research Lab (QGRL) is an independent research partner to investors and African countries and QGRL’s mission is to lead innovation and excellence in the delivery of bottom‐up econometric models of African economies and sector analysis for investment decision making that are embedded in Global and African realities. QGRL is seeking to recruit an experienced and highly motivated

Quantitative Fund Risk Modeler (m/f) 100%

to join its research team at its head office in Zug, Switzerland. The job would involve some international travel.

Duties and responsibilities

  • Being responsible for creating advanced mathematical models for financial markets volatility forecasts and future market scenario analysis methodologies;
  • Developing quantitative financial models for Exchange-Traded Fund products (ETFs);
  • Working on data / statistical analysis, model design, prototype implementation, requirements capture in IT specification and documentation;
  • Performing Risk Analysis at macro-economic level and portfolio level;
  • Dealing with a wide range of trading and banking book products / exposures, most importantly equities and bonds.

Skills and Specifications

  • PhD or Master’s degree in a quantitative subject (e.g. statistics, econometrics, quantitative finance or physics), ideally with a strong curriculum in statistics/econometrics, quantitative finance or similar;
  • Minimum 3 years of experience in creating quantitative financial models and risk analysis at macro-economic level, ideally within a Financial institution;
  • Experience in quantitative Fund Management would be an advantage;
  • Experience and knowledge of equity and bond indices;
  • Knowledge of coding in various computer languages (Bloomberg, Matlab, “data-stream”, Python, SQL, Risk Metrics);
  • Knowledge of Derivative securities would be an advantage;
  • Excellent analytical, problem solving as well as strong communication skills;
  • Self-starter, motivated, willing to take change, high on conviction, and dedicated;
  • Experience in Emerging markets would be a plus;
  • Good oral and writing skills in English.

We look forward to receiving your application including CV and motivation letter in English and addressed to Mrs. Yana Faber. All applications will be treated as confidential.

Job Features

Job CategoryResearch

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