Become a part of our young and dynamic team

Risk Specialist Model Validation

Your tasks & responsibilities

• Contributions to Leonteq’s Model Risk Framework


• Validation of pricing and hedging models including testing and documentation efforts


• Regression tests with pricing library releases


• Evaluating conceptual aspects, implementation, data sources, best market practices


• Independent price and model parameter verification


• Review of pricing scripts for special transactions

Our requirements

• Strong quantitative background (theoretical physics, applied mathematics, finance with relevant focus)


• At least 1-2 years 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 and good organisational and interpersonal skills


• Advanced skills in Microsoft Office products (VBA, Excel, Word, PowerPoint)


• Basic database skills (Access or SQL) would be a plus


• Fluent in English, German would be an asset

ARE YOU INTERESTED

In supporting the build-out of our young and innovative company within a fast growing & entrepreneurial team?
If so, please click on “Apply” to submit your application.

No candidacy received by post will be taken into consideration.