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As a quantitative researcher, you will be responsible for supporting the investment and risk teams in the further development of our proprietary risk management system and analytics infrastructure, covering a broad range of financial instruments and asset classes. Your particular responsibilities and tasks include:
Enhancement of our analytics infrastructure focusing on the development of statistics and econometrics libraries (factor decomposition, time series analysis, nowcasting, forecasting)
Maintenance of the different components of the investment and risk management system (pricing libraries, simulation framework, process automation, database, market data feed)
Daily responsibility to report P&L and other Risk Reports including Value-at-Risk (VaR)
Daily support of the investment and risk teams with ad-hoc requests
Provide creative input to support the firm in achieving its goals
We are looking for a highly motivated self-starter with at least a few years of relevant experience, passion for systems and interest in financial instruments and markets. You should have:
A university degree in a quantitative subject, preferably quantitative finance/ financial engineering
Work experience in a front-office environment with focus on derivatives pricing/market risk
Proficiency in at least one OO-programming language (Java, C++, C#), scripting languages a plus
Working knowledge of time series analysis, econometrics and machine learning techniques
Experience working with relational databases and T-SQL a plus
Strong analytical and problem solving abilities
Good communication and collaboration skills
Entrepreneurial spirit and commitment
As a young alternative investment management company, we offer a dynamic work environment with high growth potential. We can offer you:
Highly interesting and challenging position with an expanding set of responsibilities
Attractive base salary and performance-linked compensation
Opportunity to become a stakeholder in an alternative investment management business with high growth potential
State-of-the-art professional infrastructure that allows you to focus on your core competencies
We are looking forward to your application. Due to the high volume of applications we are unable to notify unsuccessful applicants.