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An opportunity to join our exposure analytics team which develops a sophisticated Quantitative Library with state-of the art financial models
Being part of the Zurich based team consisting of around 8 people which covers the IR/FX model, the collateral model and the private banking methodology
A position working on the development and implementation of advanced Counterparty Credit Risk and exposure models where your work will have a direct impact on the bank's capital and derivatives trading
A challenging role within a highly motivated team which sets a high standard for software development practices and publishes papers on their analytics work
The opportunity to write analytics software which is deployed in a distributed computing environment, participate in the systems design phase and model development
A mature production environment with Test Driven Development, continuous integration and dedicated development farms
Support from your team and manager in getting to know the models, the quantitative library and the various systems it interacts with
The possibility to supervise junior team members on joint projects
The chance to collaborate with other Risk groups, Front Office Quants, Front Office Developers and IT
Possibility for further professional education, e.g. FRM, CFA
Open to discussing flexible/ agile working
University degree in Quantitative Finance, Computer Science, Engineering, Physics or Mathematics (Master or PhD)
4Y+ working experience as a quantitative developer in Risk Management or Front Office
Strong development skills in C++ or any other object oriented language
Understanding of financial products and quantitative models (preferable IR /FX models and counterparty credit risk models including the modelling of margining)
The ability to work independently, a dedicated hands-on-approach as well as a high level of reliability and team-orientation
Strong analytical and problem solving skills
The ability to learn and apply learning quickly
Willingness to supervise junior team members
Highly committed and strong team player competences
Fluency in English
*LI-CSJOB* Ms. C.Büchel would be delighted to receive your application. Please apply via our career portal.