Financial Mathematician – Private Equity Funds, Portfolio Construction, Risk Management

coni+partner AG

. Support the quantitative analysis of private markets portfolios and the optimization of additional investment portfolios .

Posted 9/19/2026full-timeZurich • SwitzerlandMid-LevelSeniorWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in quantitative analysis, portfolio optimization, and risk management, with proficiency in programming languages such as MATLAB and Python. Capable of conducting detailed analyses of private equity and infrastructure investments while ensuring high-quality deliverables.

Highest-signal resume keywords

Quantitative AnalysisPortfolio OptimizationMATLAB ProgrammingPython ProgrammingCFA/FRM/PRM/CAIA Pursuit

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Quantitative AnalysisPortfolio OptimizationRisk ManagementData AnalysisStatistical ModelingPerformance BenchmarkingInvestment ResearchAsset AllocationSQL ProgrammingExcel Proficiency

Soft Skills

Analytical ThinkingAttention to DetailOrganizational SkillsMultitaskingPresentation Skills

Certifications & Qualifications

CFAFRMPRMCAIA

Industry Keywords

Private EquityInfrastructure InvestmentsAsset ManagementFinancial MathematicsBig Four Consulting

Tech Stack

Tools & technologies

PythonSQL

About the role

Key responsibilities & impact

Support the quantitative analysis of private markets portfolios and the optimization of additional investment portfolios
Conduct detailed analyses of portfolios containing private equity and infrastructure investments
Develop tools for benchmarking private markets portfolios
Analyze extensive historical data in comparison with the performance of current portfolios
Provide ad hoc investment research in response to specific client inquiries
Analyze and further develop quantitative models and tools for portfolio construction and risk management
Support investment monitoring, quantitative research on asset allocation, and investment liquidity
Provide quantitative support for risk/return optimization
As a second line of defense (2nd LoD), monitor other departments’ calculation of performance figures, earnings forecasts, and risk management metrics

Requirements

What you’ll need

Master’s degree or PhD in a quantitative discipline
Willingness to pursue further qualifications such as the CFA, FRM, PRM, or CAIA
Professional experience, ideally with an asset manager, in private equity at a bank, or in financial mathematics consulting at a Big Four firm
Strong analytical and conceptual thinking skills
Keen attention to detail and a commitment to delivering high-quality work
Strong organizational skills
Interest in collecting and processing large, complex datasets and in portfolio optimization
Ability to work independently and complete tasks quickly and efficiently
Programming skills: MATLAB, Python, Excel, SQL, etc.
Strong multitasking and presentation skills
Reliable and trustworthy
Fluent in German and English