Quantitative Analyst & Portfolio Manager

  • Experience level : Intermediate
  • Activity : Group
  • Office : Geneva

We need a polyvalent Quantitative Analyst with a financial experience who will be able to participate to the investment process and to provide the quantitative support and development needed by the team for key processes (risk based). Moreover this person will be responsible for managing discretionary portfolios and he/she will develop models and tools to provide support and development to portfolio/fund managers in both operational and investment processes.

He/she will also participate and develop the Bank’s asset allocation process (member of the Bank’s Investment Committee).

Your missions
  • Development and improvement/ownership of macroeconomics and financial quantitative tools for asset allocation and investment:
    • Business Cycle analysis
    • Asset valuation models (Equity risk premium, credit, rates etc) and relative value analysis
    • Risk matrix, portfolio volatility breakdown, market indicators
  • Development of smart quantitative screening on both equities and bonds to solidify and improve the bottom-up selection
  • Participate to the development of a systematic investment process
  • Portfolio management : operational (ordering, reconciliation) reporting (performance analysis) and client meetings
Your profile

Professional experience:

  • PhD or Master in Econometrics/Economy/Finance or equivalent
  • 5+ years of experience
  • From an engineering background to have solid mathematics basis and IT basis

Personality characteristics:

  • Proactivity, Adaptability, flexibility, honesty
  • Self-motivated, with an ability to work independently and manage multiple tasks concurrently in a small team
  • Ability to work in a challenging environment
  • Appetite to learn and to develop investment knowledge/skills
  • Professional approach and ability to work well in a fast-paced environment

Language requirements:

  • English, French, German is a plus

IT skills:

  • Solid knowledge/experience in object-oriented programming (OOP) ;
  • Proficient or very strong programming skills in C# ( or C++)  to be able to improve existing
  • Proficient or very strong programming skills in in Python (Anaconda / Spyder) and in VBA
  • Full Pack Microsoft Office
  • Experienced with Bloomberg (data import / data extract )
  • Excellent data management ( SQL)
  • Analytical and quantitative mindset
  • Knowledge of financial vehicles (Equity, Fixed-Income, FX, Commodities, Alternatives)
Apply for this position

If this position is of interest to you, send us your complete application by filling in the Internet form.

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