Senior Risk Analyst: Quantitative Modeling & VaR Expert

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

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.