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ZUZurich Insurance Company Ltd.

Director - Structured Derivatives & Capital Markets(m/w/x)

Zürich
Full-timeOn-siteSenior

Structuring, pricing, and managing derivatives lifecycle for a multi-line insurer. 10+ years in derivatives and capital markets required. Access to learning resources, fitness facilities.

Requirements

  • Master’s degree in mathematics, physics, quantitative finance, financial engineering, or economics
  • Minimum 10 years’ experience in derivatives and capital markets
  • Experience in investment areas beyond derivatives (e.g. fixed income, structured credit, or mortgage‑related investments) is a strong advantage
  • Investment-driven background rather than risk control, sales, or business development focus
  • Deep hands‑on experience designing and validating pricing models and risk analytics for OTC derivatives
  • Strong capability in building investment decision and monitoring tools
  • Proven ability to translate complex quantitative concepts into clear, decision‑ready outputs
  • Demonstrated experience managing non‑cleared derivatives frameworks
  • Track record of designing, improving, and governing end‑to‑end derivatives processes
  • Strong understanding of regulatory requirements (FINMA / equivalent)
  • Ability to operate effectively at Director / senior expert level
  • Proven strength in coordinating across multiple internal functions and external counterparties
  • High standard of written documentation suitable for governance, audit, and regulatory review

Tasks

  • Assist Head of Financial Engineering in managing team mandates
  • Ensure effective resource utilization and adherence to strategic goals
  • Implement derivatives programs end-to-end across local and regional levels
  • Structure, price, execute, monitor, and manage derivatives lifecycle
  • Design, enhance, and maintain derivatives pricing and analytics tools
  • Ensure robustness, documentation, and calibration governance
  • Develop market and risk monitoring dashboards
  • Provide timely insights on rates, credit spreads, volatility, equity factors, and counterparty risk
  • Coordinate non-cleared derivatives value chain
  • Align Legal, Middle Office, Treasury Operations, Risk, Custodian, and external counterparties
  • Oversee initial and variation margin frameworks
  • Ensure appropriate collateral standards and operational alignment
  • Lead discussions on initial margin frameworks, clearing choices, custodial arrangements, and regulatory thresholds
  • Contribute to governance and analytical oversight of complex asset classes
  • Support informed investment and risk decisions for CLOs, asset-backed investments, and mortgage programs
  • Strengthen analytics, reporting, and benchmarking frameworks across asset classes

Work Experience

  • 10 years

Education

  • Master's degree

Languages

  • EnglishBusiness Fluent

Benefits

Free or Subsidized Food

  • Access to healthy food options

Healthcare & Fitness

  • Fitness facilities

Modern Office

  • Collaborative spaces

Parking & Commuter Benefits

  • Excellent public transportation links

Learning & Development

  • Access to learning resources
  • On-the-job development

Mentorship & Coaching

  • Continuous empowerment and support
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of Zurich Insurance Company Ltd. and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.

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