Junior Quantitative Researcher

Building the bank of tomorrow takes more than skills.

It means combining our differences to imagine, discuss, code, develop, test, learn… and celebrate every step together. Share our vibes? Join Swissquote to unleash your potential.

We are the Swiss Leader in Online Banking and we provide trading, investing and banking services to +500’000 clients, through our performant and secured digital platforms.

Our +1000 employees work in a flexible way, without dress code and in multicultural teams.

By having a huge impact on the industry, they are growing their skills portfolio and boosting their career in a fast-pace environment

We are all in at Swissquote. As an equal opportunity employer, we welcome candidates from all backgrounds, experiences and perspectives to join our team and contribute to our shared success.

Are you all in? Don’t be shy, apply!

Job Description

You will join the Quantitative Research & Solutions (QRS) department as a Junior Quantitative Researcher in the Quantitative Finance (QF) team.

As a team, we perform research in collaboration with academics as well as on applied projects for our various business needs. We want to provide best-in-class quantitative solutions to our day-to-day business partners. We work with teams such as Risk, Trading, Treasury and Market Strategists.

This role will focus more specifically on the risk management.

Responsabilities

• Develop and implement quantitative models applied to risk management (market, credit risks)
• Maintain and improve current deep learning framework for implied volatility surfaces
• Collaborate closely with software engineers to maintain projects in production
• Explore new machine learning techniques applied to quantitative risk management
• Regularly screen for new research papers applied to risk management (access to a specialised journal)

Qualifications

• Junior profile freshly graduated up to 2 years work experience
• Msc/PhD degree in quantitative finance, mathematics, statistics
• Strong proficiency in Python programming, strong analytical and modelling skills
• Good knowledge of machine learning techniques applied to finance a plus
• Organized, self-motivated with very good communication skills
• Able to collaborate with various department (Trading, Risk, Software Engineers)
• Excellent command of written and spoken English