- Zurich, Switzerland
- Permanent, Full time
- Leonteq Securities AG
- 06 Jul 18
BECOME A PART OF OUR YOUNG AND DYNAMIC TEAM
Leonteq Securities was initially founded in 2007 as an issuer of investment products by 4 industry experts, and as of 2012 Leonteq is listed on the SIX Swiss Exchange. We have been growing significantly along with investing heavily into our platform which we have built from scratch to bring it to its market leading status it has today.
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
- 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.