SENIOR RISK ANALYST ASSET MANAGEMENT (462)

Our client is an Swiss Asset Management firm, looking for a Senior Risk Analyst. Job description: Design, develop, implement and maintain quantitative risk models, including VaR/CVaR, Monte Carlo simulations, stress testing, scenario analysis, factor models and cash-flow forecasting Act as the primary technical and methodological reference for Risk Management’s analytical tools, including internally developed applications and third-party risk platforms Develop methodologies to assess market, credit, liquidity, counterparty and other relevant investment risks across asset classes and strategies Work closely with colleagues to translate investment-risk questions into statistical methodologies, investigate complex exposures and assess potential outcomes under alternative market conditions Keep abreast with developments in statistical modelling, financial risk methodologies and analytical technology, identifying opportunities to strengthen the department’s capabilities Required Profile: A minimum of 5 years of relevant professional experience in financial engineering or model development, preferably within asset management, banking, hedge funds or another investment-focused environment Advanced programming skills in Matlab and Python, including statistical libraries and experience developing reliable, maintainable analytical applications Proficiency in SQL, data processing and database interaction Demonstrated hands-on experience designing, implementing and maintaining statistical risk models used in a professional environment Practical experience with financial risk methodologies, particularly VaR/CVaR, Monte Carlo methods, stochastic modelling, stress testing and scenario analysis Experience working with professional risk-management systems, including model configuration, calibration, interpretation and critical assessment is a plus Strong statistical and mathematical foundations, including probability theory, stochastic processes, time-series analysis, econometrics and numerical methods Good command of statistical and finance concepts, financial risk measurement and the modelling of financial instruments and cash flows Professional proficiency in English; French would be an asset