Join the Quantitative Asset Management Department as a Quantitative Risk Researcher:
- Consult Controlling & Risk Department, to test & implement state to the art quantitative risk computation especially in the fields of derivatives
- Apply Machine Learning methods to quantitative risk management
- Support projects in production stage like implied volatility surface computation based on DNN
- Manage internships
Qualifications - Enthusiastic about Quantitative Finance, adaptable and most of all eager to learn
- A PhD or Master graduate in Quantitative finance, Mathematics, Applied Mathematics or Physics
- Very interested in Risk, Quantitative Finance, AI, Machine Learning, Big Data
- Familiar with Machine Learning methods applied to finance
- Skilled in Python and/or R
- Having good knowledge of quantitative risk management, derivative pricing, extreme events theory
A BANK THAT DOESN'T LOOK LIKE ONE
Located?near Geneva?and the lake, our Headquarters gathers?600?of our employees: young (34 years old?average), multicultural (50 nationalities) and wearing what suits them best. You will find a friendly atmosphere in an open and inclusive environment. Spacious offices,?home-office?policy,?outdoor terrace,?sports?clubs?and even... a?real Pub?for after-work moments.
SQ4