About this Senior Quantitative Risk Manager role at Swissblock
Who we are:
Swissblock is a private investment firm dedicated to cross-asset investing. We employ a systematic framework that integrates robust algorithmic trading with exhaustive market analysis. We manage a diverse range of multi-strategy portfolios across all major asset classes through dedicated teams, including purely systematic groups.
The Role:
We’re building the risk infrastructure for our traditional-financing trading groups from the ground up, and we’re looking for a Senior Quantitative Risk Manager to help shape it. You’ll report to the Head of Risk, work closely with portfolio managers and engineers.
Location
Switzerland (role can be based anywhere in Switzerland). Our office is based in Baar, Zug. Hyrbid with the option to work from home up to four days a week.
What you’ll be doing:
- Build the risk engine: VaR/CVaR, stress testing, and scenario analysis across all 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, and produce the daily and monthly risk reports
- Develop AI-assisted risk workflows with clear guardrails and human sign-off
- Bring the risk perspective to new products, strategies and firm-wide projects
What you’ll bring:
- 5+ years in quantitative or investment risk at a hedge fund, proprietary trading firm, or multi-strategy platform; Bank market-risk experience covering trading books is also welcome
- A degree in a quantitative field such as mathematics, engineering, economics or finance. An MSc or PhD preferred, and FRM, CFA, CQF is a plus
- Deep hands-on knowledge of VaR, CVaR, stress and scenario analysis, backtesting, including their limitations
- A solid grasp of equities, fixed income, FX, commodities/energy, and credit, including their derivatives
- Production-quality Python and solid SQL, and experience working in shared codebase with version control and CI/CD
- Experience designing and implementing risk management frameworks
- Initiative, the ability to work independently and the drive to automate processes where it adds value and reliability
A collaborative approach in a small, hands-on team - Fluent in English (written and spoken), German is an advantage
Why Swissblock?
At Swissblock, we provide a dynamic and diverse environment with flat hierarchies and excellent colleagues. As a profitable company, our culture is built on responsibility and performance, with empowerment as a core value. This is reflected in career opportunities that grow alongside the company.
What we offer
- Ownership & impact: A collaborative, high-ownership environment and excellent colleagues
- Growth & development: Empowerment and career development that grows with the business
- Remote-friendly culture: Modern office in Baar, Switzerland, with the flexibility to work remotely
- Compensation: Competitive compensation, including a performance-based annual bonus
- Time off: 25 days of paid leave
- Community: Regular company events
- Benefits: Progressive social benefits