Senior Quant Risk Manager — Remote‑Friendly, 25 Days PTO

Lever, Inc.; Baar; Hybrid; CHF 180,000 - 240,000; Full time

Benefits offered by this job

Remote-friendly culture

Annual bonus

25 days paid leave

Office in Baar, Switzerland

Job summary

Swissblock is building the risk infrastructure for its traditional-financing trading groups. We’re seeking a Senior Quantitative Risk Manager to shape it, reporting to the Head of Risk and collaborating with portfolio managers and engineers.

Based in Switzerland (Baar) with hybrid work up to four days remote, you’ll own VaR/CVaR, stress tests, validation of strategies, and daily risk monitoring, while developing AI-assisted workflows.

Qualifications

• 5+ years in quantitative or investment risk at a hedge fund, prop trading firm, or multi-strategy platform.
• MSc or PhD preferred; FRM/CFA/CQF is a plus.
• Hands-on knowledge of VaR, CVaR, stress and scenario analysis, backtesting.
• Grasp of equities, fixed income, FX, commodities/energy, and credit derivatives.
• Production-quality Python and SQL; experience with version control and CI/CD.
• Experience designing and implementing risk management frameworks.
• Initiative and ability to work independently; collaborative in a small team.
• Fluent in English; German is an advantage.

Responsibilities

• Build the risk engine: VaR/CVaR, stress testing, and scenario analysis across strategies.
• Co-design the limit framework with the Head of Risk.
• Independently validate systematic strategies.
• Own daily monitoring and escalation of market, liquidity, and counterparty risk; produce reports.
• Develop AI-assisted risk workflows with guardrails and human sign-off.
• Bring risk perspective to new products and firm-wide projects.

Skills

VaR/CVaR

Stress testing

Python

SQL

Risk management frameworks

Independent validation

English

Education

MSc/PhD in quantitative field

FRM/CFA/CQF

Tools

Git

CI/CD

Job description

Swissblock is building the risk infrastructure for its traditional-financing trading groups. We’re seeking a Senior Quantitative Risk Manager to shape it, reporting to the Head of Risk and collaborating with portfolio managers and engineers.

Based in Switzerland (Baar) with hybrid work up to four days remote, you’ll own VaR/CVaR, stress tests, validation of strategies, and daily risk monitoring, while developing AI-assisted workflows.