Quantitative Strategist - Laz Partners

Role OverviewWe 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 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.The position is well-suited to candidates with strong quantitative foundations, adaptability, and the ability to present sophisticated analyses clearly to senior stakeholders. Unlike traditional quant roles in banks or hedge funds, this position requires adaptability to work across diverse investment topics, handling imperfect data while navigating governance and regulatory constraints.NOTE: EU or Swiss citizenship required due to location-specific considerationsKey ResponsibilitiesBuild, enhance, and maintain quantitative models used for pricing, risk attribution, and performance analysis across portfoliosConduct deep analysis of portfolio exposures to support investment and risk decision-makingAssist in the assessment of structured and illiquid deal opportunities, helping quantify risk/return profiles in a rigorous and practical mannerEngage flexibly across high-complexity projects, including M&A due diligenceModel financial products across structured credit (e.g., CLOs, SPVs, ABS) and private assets, including duration-matched instrumentsSolve unstructured problems by conceptualizing and quantifying challenges where predefined frameworks may not existContribute to the development of scalable analytics infrastructure, including model integration and database rationalizationPartner with internal technology and data teams to ensure seamless connectivity between quant models and reporting systemsTranslate complex quantitative findings into clear, actionable insights for investment teams and senior decision-makersOperate across multiple projects under tight deadlines in a fast-paced, high-accountability environmentRequirements & Qualifications3-7 years of relevant quant experience in Insurance asset management (Solvency II or MA familiarity a plus), Rating agencies (particularly in structured credit), Investment banks or asset managers with a focus on fixed income, private credit, or structured productsStrong academic background in a STEM discipline or financial engineeringProficient in Python; SQL skills highly preferred; C# knowledge and other languages are also a plus but not required.Solid understanding of fixed income math, risk modeling, and financial structuring conceptsExperience modeling or analysing structured credit products such as CLOs, SPVs, ABS, and duration-matched portfolios is desirableExceptional analytical and problem-solving abilities, with comfort working on diverse and ambiguous project mandatesStrong written and verbal communication skills; capable of distilling complex analyses into clear messages for senior stakeholdersHighly adaptable, detail-oriented, and able to pivot quickly across topics in high-stakes environmentsNOTE: EU or Swiss citizenship required due to location-specific considerations