Senior Quantitative Risk Manager

About the Role

Senior Quantitative Risk Manager Baar ZG Risk / Full-time / Hybrid apply for this job 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 c...