Quantitative Strategist

Role Overview

We have partnered with a tier-1 alternative investment manager looking to hire a Quantitative Strategist to join a high-performing investment unit in Zurich.

This role sits within one of the fastest-growing, most profitable, and well-respected businesses in the alternative investment management space, with the team`s AUM set to more than double following a recent landmark transaction.

Our client is a market leader in the insurance M&A space, and this is a unique opportunity to join a world-class quant team working closely with portfolio managers and providing quantitative firepower to the broader business lines including macro portfolio management & ALM, liquid credit, structured credit, and private credit.

This is a high-impact position offering broad exposure across the front office. In addition to IG Credit, the team regularly engages in high-complexity projects spanning structured and private credit, asset-liability management, and M&A due diligence. The successful candidate will play a key role in supporting investment and risk decision-making by developing next-generation tools and models underpinning a €100bn+ AUM platform.

The position is well suited to candidates with strong quantitative foundations, adaptability, and the ability to present sophisticated analyses clearly to senior stakeholders.

Key Responsibilities

• Build, enhance, and maintain quantitative models used for pricing, risk attribution, and performance analysis across credit portfolios
• Conduct deep analysis of portfolio exposures to support investment and risk decision-making
• Assist in the assessment of structured and illiquid deal opportunities, helping quantify risk/return profiles in a rigorous and practical manner
• Engage flexibly across high-complexity projects, including M&A due diligence
• Structure and model financial products across structured credit (e.g., CLOs, SPVs, ABS) and private assets, including duration-matched instruments
• Solve unstructured problems by conceptualising and quantifying challenges where predefined frameworks may not exist
• Contribute to the development of scalable analytics infrastructure, including model integration and database rationalisation
• Partner with internal technology and data teams to ensure seamless connectivity between quant models and reporting systems
• Translate complex quantitative findings into clear, actionable insights for investment teams and senior decision-makers
• Operate across multiple projects under tight deadlines in a fast-paced, high-accountability environment

Requirements & Qualifications

• 3–7 years of relevant experience in one or more of the following:
• Insurance asset management (Solvency II or Matching Adjustment familiarity a plus)
• Rating agencies (particularly in structured credit)
• Investment banks or asset managers with a focus on fixed income, private credit, or structured products
• Strong academic background in a STEM discipline or financial engineering
• Proficient in Python; SQL skills highly preferred; C# knowledge a plus but not required
• Solid understanding of fixed income math, risk modeling, and financial structuring concepts
• Experience modeling or analyzing structured credit products such as CLOs, SPVs, ABS, and duration-matched portfolios is desirable
• Exceptional analytical and problem-solving abilities, with comfort working on diverse and ambiguous project mandates
• Strong written and verbal communication skills; capable of distilling complex analyses into clear messages for senior stakeholders
• Highly adaptable, detail-oriented, and able to pivot quickly across topics in high-stakes environments
• EU or Swiss citizenship preferred due to location-specific considerations