Mission
To partner with investment teams based in Geneva in pursuit of adding value to their processes and performance; improve our investment edge while preserving client interests across our strategies.
Responsibilities
• Managing risks within a team of institutional asset managers.
• Keeping up to date with fund and investment-mandate exposures, analysing risks over time and by risk factor, comprehensively monitoring strategies and discussing exposure discrepancies with asset managers. Build efficient dashboards of your portfolios. Monitor exposure figures and fund sensitivities on a daily basis along with tracking error and VaR as well as implementing stress-testing and back-testing procedures.
• Analysis of liquidity risk for portfolios under supervision.
• Working with and building quantitative tools to improve portfolio analysis and construction.
• Monitoring daily performance and producing performance analyses for funds and investment mandates.
• Ensure sound risk modelling, challenge and enhance current risk solutions and evaluate external solutions. Manage relationships with external vendors.
• Help in developing risk management processes.
• Keep up to date with present and future regulatory changes as they affect risk management in the investment industry.
• Conduct data manipulation and processing using advanced programming languages and tools.
• Presentations to clients and close collaboration with sales/marketing teams.
• Undertake any other duties at the discretion of the Head of Active Equities Risk.
Profile
• Master’s degree in finance or sciences (e.g. core sciences, mathematics or engineering).
• Professional qualifications such as FRM, CFPI, IMC or CFA an advantage.
• Asset management experience in risk analysis/management and/or performance measurement/analysis preferred.
• Knowledge of financial markets; particularly equities and related derivatives.
• Knowledge of risk and/or performance attribution solutions (APT, Axioma, MSCI Barra, MSCI RiskMetrics, Factset and/or BISAM…)
• Skilled user of common IT and finance applications (MS Office, Bloomberg, FactSet, etc.).
• Knowledge of Tableau is very favourable.
• Aptitude for programming (VBA, R or MATLAB).
• Database management (SQL, Oracle) is a plus.
• Must be fluent in English and French.
• Must be redisent of Switzerland or willing to relocate.
As the chosen applicant you should be thorough and have an eye for detail, in addition to being well-organised and efficient. You will also be able to work independently and communicate technical matters simplistically to various counterparties. With several years’ experience working in a financial institution, you will be seeking to join a dynamic team where it will be possible to enhance your existing knowledge and skills.
Note
RM/MG/SA
We will not accept any CVs via agencies