coni + partner, established 1993, is a consultancy company with headquarter in Zurich and subsidiaries in Düsseldorf and Shanghai. We are specialised in custom-fit staffing in tune with the corporate culture by ensuring a perfect match of professional skills, references and personal as well as social skills of successful candidates.

Our client is a leading bank in Zurich. We are looking for a professional (m, f, d) as a

Quantitative Model Analyst / Validation

Your Tasks:

Validation of market risk models including testing and documentation / Regression tests with pricing library releases / Evaluating conceptual aspects, implementation, data sources, best market practices / Independent model parameter verification / Review of scripts for special transactions.

Your Profile:

Master or Ph.D. in physics, mathematics, quantitative finance / Work experience in a highly quantitative environment in the financial industry, preferably model validation and price verification / Excellent knowledge of quantitative finance and Stochastic Calculus / Experience in solving quantitative problems and programming numerical algorithms / Willingness to analyse problems and work with considerable accurateness / Results-oriented / Team player / Good organisational and interpersonal skills / Advanced skills in Microsoft Office products (VBA, Excel, Word, PowerPoint) / Basic database skills (Access or SQL) / Fluent in English.

Your Contact:

Please apply by mail to . For additional information please call Mr. Ivano Coni +41 44 254 90 10.

Firewall:

Application - Max. 2 MB

coni + partner ag

Ivano Coni

Managing Director

Klosbachstrasse 107

8032 Zürich

Tel.: +41 44 254 90 10

E-Mail:

Validation of market risk models including testing and documentation / Regression tests with pricing library releases / Evaluating conceptual aspects, implementation, data sources, best market practices / Independent model parameter verification / Review of scripts for special transactions.

Master or Ph.D. in physics, mathematics, quantitative finance / Work experience in a highly quantitative environment in the financial industry, preferably model validation and price verification / Excellent knowledge of quantitative finance and Stochastic Calculus / Experience in solving quantitative problems and programming numerical algorithms / Willingness to analyse problems and work with considerable accurateness / Results-oriented / Team player / Good organisational and interpersonal skills / Advanced skills in Microsoft Office products (VBA, Excel, Word, PowerPoint) / Basic database skills (Access or SQL) / Fluent in English.

Please send us your documents for an initial contact by e-mail to contact@coni-partner. com or call us on +41 44 254 90 10. Mr. Ivano Coni would like to support you. Your application will be kept strictly confidential.

coni + partner ag

Ivano Coni

Managing Director

Klosbachstrasse 107

8032 Zürich

Tel.: +41 44 254 90 10