Quantitative Engineer - Risk Analysis

• 04 août 2026 • 100% • Indefinite duration • Zürich swissQuant Group provides quantitative services, consulting, and products for financial and industrial clients, including a number of Fortune 500 global companies. Our commercial advantage comes from the efficient translation of Intelligent Technology into measurable and concrete customer value. swissQuant Group is a private company founded in 2005 as a spin-off from ETH Zürich. Your Role You will join a cross-functional team of quantitative engineers and quantitative developers building and operating a cutting-edge cloud-based portfolio risk system used by leading financial institutions. The team covers the entire development and production cycle - development, implementation, testing, and monitoring of risk models - with strong interchangeability of roles between members. In a highly innovative and collaborative environment, you will help create the next generation of financial risk models and materialize them in the form of software components and services. Our multi-asset class risk engine covers a wide range of risk factors, instrument types, and portfolio risk analyses. Ongoing efforts focus on expanding coverage, improving accuracy and performance, as well as integrating AI-assisted and agentic capabilities into our products and our own engineering workflow. You will also have the opportunity to collaborate with our Capital Market Technologies team and gain experience on client-oriented quantitative projects, including risk models for central counterparties (CCP), including margin methodologies, stress testing, backtesting, and model validation. You Will • * Design, build, and deliver robust, production-quality models and code within a unified library • * Implement, test, and monitor risk analyses throughout the full development and production cycle • * Contribute to the expansion of coverage for instruments, risk factors, and analyses of the risk engine • * Improve the usability of our portfolio risk, performance, and portfolio construction tools • * Take a quantitative idea from proof-of-concept to client delivery • * Use modern AI coding assistants and agentic tools to accelerate development, testing, and documentation, while ensuring the correctness and quality of the output • * Contribute to client-oriented capital markets projects, including model development, validation, and review in accordance with regulatory standards (e.g., EMIR, CPMI-IOSCO PFMI, Basel/FRTB, Solvency II) • * Provide high-quality documentation, validation reports, and presentations to clients and senior stakeholders • * Communicate and explain model results and modeling assumptions to stakeholders with varying levels of domain knowledge • You Bring • * Advanced university degree in a quantitative discipline such as Quantitative Finance, Mathematics, Physics, Computer Science, or Engineering (a PhD is a plus) • * Solid experience in the development, testing, and documentation of quantitative models • * Good understanding of major financial markets and products. Knowledge of factor models, asset allocation, and derivative pricing models is a major asset • * Practical experience in portfolio management or risk management is beneficial • * Good understanding of statistical and econometric modeling techniques, for example time series analysis, regression models, and machine learning • * At least 3 years of experience coding in Python; other languages are a plus • * Knowledge of databases (SQL and/or NoSQL) required. Exposure to CI/CD technologies (Google Cloud, Jenkins, Docker, Kubernetes) is beneficial • * Practical experience with AI coding tools (e.g., Claude Code, Codex, Gemini CLI, Cursor, Windsurf) and a thoughtful and critical approach to integrating them into a professional engineering workflow • * Familiarity with agentic application development - LLM-based agents, tool/function calling, retrieval-augmented generation (RAG), and the Model Context Protocol (MCP) - is a strong asset • * Excellent communication and presentation skills; comfortable interacting with clients and senior stakeholders • * Ability to meet tight deadlines in a client project context • * Practical experience with CCP risk models, initial margin methodologies (e.g., SPAN, VaR/ES), default funds, and stress testing frameworks is a plus • * A desire for continuous learning and excellent teamwork skills are essential • swissQuant Group is a dynamic and growing company. We offer opportunities for growth and a high level of personal responsibility in a stimulating environment. As a selected candidate, you will join a project team and actively participate in targeting clients and aligning our product offering with actual client needs and future industry trends. Interested? Please upload your cover letter, CV, and reference letters in PDF format (please compress into a single file). Only direct applications will be considered. swissQuant is an employer