Senior Quantitative Risk Manager

About the role

Swissblock is seeking a Senior Quantitative Risk Manager to build and shape the risk infrastructure for their traditional-financing trading groups. The role involves developing risk engines, co-designing limit frameworks, and independently validating systematic strategies. You will work closely with portfolio managers and engineers to monitor market, liquidity, and counterparty risk while developing AI-assisted workflows.

Responsibilities

• Build the risk engine including 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
• Produce 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

Required skills

• Quantitative risk
• Investment risk
• VaR
• CVaR
• Stress testing
• Scenario analysis
• Backtesting
• Equities
• Fixed income
• FX
• Commodities
• Credit
• Python
• SQL
• Risk management frameworks

Nice to have

• Derivatives
• German

Qualifications

• Degree in a quantitative field such as mathematics, engineering, economics or finance
• MSc or PhD

Certifications

• FRM
• CFA
• CQF

Benefits

• 25 days of paid leave
• Progressive social benefits

About the Company

Swissblock is a private investment firm dedicated to cross-asset investing that employs a systematic framework integrating algorithmic trading with market analysis. The company manages a diverse range of multi-strategy portfolios across all major asset classes.