Senior Risk Analyst - Asset Management

Quest Advisory Services; Genf; On-site; CHF 120,000 - 180,000; Full time

Job summary

Quest Advisory Services, a Swiss asset management firm, seeks a Senior Risk Analyst to design, implement and maintain quantitative risk models (VaR/CVaR, Monte Carlo, stress testing). You will act as the technical reference for analytical tools and risk platforms, developing methodologies to assess market, credit and liquidity risks across asset classes.

The role requires strong statistical foundations, hands-on risk-modeling experience, and proficiency in Matlab, Python and SQL.

Qualifications

• 5+ years in financial engineering or model development.
• Experience in asset management or investment environment preferred.
• Strong Matlab/Python with statistical libraries.
• Fluent English; French would be a plus.

Responsibilities

• Design, develop, implement and maintain quantitative risk models (VaR/CVaR, Monte Carlo, stress tests).
• Serve as the technical reference for analytical tools and risk platforms.
• Develop methodologies to assess market, credit, liquidity and other risks across asset classes.
• Translate risk questions into statistical methodologies and assess outcomes under different market conditions.
• Stay updated on statistical modelling and risk analytics capabilities.

Skills

Matlab

Python

SQL

Risk modelling

VaR CVaR

Time-series

Econometrics

Financial concepts

English

Job description

ur client is an Swiss Asset Management firm, looking for a Senior Risk Analyst

• Design, develop, implement and maintain quantitative risk models, including VaR/CVaR, Monte Carlo simulations, stress testing, scenario analysis, factor models and cash-flow forecasting
• Act as the primary technical and methodological reference for Risk Management’s analytical tools, including internally developed applications and third-party risk platforms
• Develop methodologies to assess market, credit, liquidity, counterparty and other relevant investment risks across asset classes and strategies
• Work closely with colleagues to translate investment-risk questions into statistical methodologies, investigate complex exposures and assess potential outcomes under alternative market conditions
• Keep abreast with developments in statistical modelling, financial risk methodologies and analytical technology, identifying opportunities to strengthen the department’s capabilities

Required Profile:

• A minimum of 5 years of relevant professional experience in financial engineering or model development, preferably within asset management, banking, hedge funds or another investment-focused environment
• Advanced programming skills in Matlab and Python, including statistical libraries and experience developing reliable, maintainable analytical applications
• Proficiency in SQL, data processing and database interaction
• Demonstrated hands-on experience designing, implementing and maintaining statistical risk models used in a professional environment
• Practical experience with financial risk methodologies, particularly VaR/CVaR, Monte Carlo methods, stochastic modelling, stress testing and scenario analysis
• Experience working with professional risk-management systems, including model configuration, calibration, interpretation and critical assessment is a plus
• Strong statistical and mathematical foundations, including probability theory, stochastic processes, time-series analysis, econometrics and numerical methods
• Good command of statistical and finance concepts, financial risk measurement and the modelling of financial instruments and cash flows
• Professional proficiency in English; French would be an asset