Senior Quantitative Risk Analyst – Asset Management

coni+partner AG; Zürich; On-site; CHF 120,000 - 170,000; Full time

Job summary

coni + partner ag in Zurich seeks a senior Quantitative Risk Analyst to lead risk and performance analyses across asset classes for executives and investors. You will quantify risk, develop performance models, and leverage Bloomberg, Reuters, Morningstar, and Risk Metrix to provide data-driven insights.

Ideal candidates have a strong Finance/Quantitative Finance background, experience in international asset management or Big 4 fund mandates, and advanced Python/SQL skills with Excel.

Qualifications

• Strong academic background in Finance or Quantitative Finance.
• CAIA or CFA beneficial but not mandatory.
• Experience in a quantitative analytics team of an international asset manager or Big 4 with fund mandates.

Responsibilities

• Responsible for risk and performance analyses and for regularly updated reports for executive management and investors.
• Identify and quantify risk across financial instruments, securities, funds, and alternative investments.
• Develop performance models for investment portfolios.
• Use software enabling automated access to financial information (Bloomberg, Morningstar, Reuters, etc.).
• Maintain databases for data analysis and data extraction/upload.
• Develop/update risk models and quantitative tools for insights.
• Calculate performance of complex investment products; distinguish public vs private equity.
• Review data quality and ensure robust reporting.
• Create recommendations for internal and external stakeholders.
• Contribute to best practices in tools, methodologies, and infrastructure.

Skills

Python

SQL

Excel

Analytical mindset

Communication skills

Team-oriented

Fluent English

Education

Finance/Quantitative Finance degree

CAIA or CFA advantage

Tools

Bloomberg

Reuters

Morningstar

Risk Metrix

Job description

coni + partner ag in Zurich seeks a senior Quantitative Risk Analyst to lead risk and performance analyses across asset classes for executives and investors. You will quantify risk, develop performance models, and leverage Bloomberg, Reuters, Morningstar, and Risk Metrix to provide data-driven insights.

Ideal candidates have a strong Finance/Quantitative Finance background, experience in international asset management or Big 4 fund mandates, and advanced Python/SQL skills with Excel.