Financial Mathematician Cross Assets | Asset Management

coni+partner AG; Zürich; On-site; CHF 150,000 - 190,000; Full time

Job summary

coni + partner invites a Financial Mathematician Cross Assets for an asset management client in Zurich. You will perform risk- and performance-oriented quantitative analysis across equity, fixed income, multi-asset and funds, leveraging Bloomberg and Morningstar.

You will refine methodologies, optimize asset management processes, and collaborate with portfolio managers and senior management. Strong analytical skills and programming in SQL, VBA and Python will support in-house tool development.

Qualifications

• Master in Finance or Quantitative Finance (or equivalent).
• Experience in asset management at banks or major fund managers, or in fund auditing.
• Experience with risk & performance calculations across equity, fixed income, multi-asset and fund portfolios, including private equity investments.
• Experience with portfolio calculations: risk, sensitivity, factor exposures, concentration limits, liquidity risk, tracking error.
• Experience with investment restriction setup and controlling.
• Extensive experience with Bloomberg, Morningstar, RiskMetrix, etc. essential.
• Programming skills: SQL, VBA and Python for in-house tool development.

Responsibilities

• Conduct risk- and performance-oriented quantitative analyses for a wide range of asset classes including fund investments.
• Foster in-depth risk analyses, estimates and recommendations based on high quality assessments using Bloomberg, Morningstar, RiskMetrix, etc.
• Monitor risk positions in the investment portfolios.
• Prepare reports containing risk analytics and key performance indicators for internal and external stakeholders.
• Refine methodologies to expand the analysis and reporting capabilities.
• Optimize asset management strategies, products, processes and tools.
• Work closely with other team members, portfolio managers and senior management.
• Regular reporting to the Head of Asset Management.
• Participation in projects focused on the continuous development of infrastructure, tools and methods.

Skills

Quantitative finance

Risk analysis

Portfolio risk calculations

Data analysis

Communication with stakeholders

Education

Master in Finance or Quantitative Finance

Tools

Bloomberg

Morningstar

RiskMetrix

SQL

VBA

Python

Job description

coni + partner, established 1993, is a consultancy company with headquarter in Zurich and subsidiaries in Düsseldorf and Shanghai. We are specialised in custom-fit staffing in tune with the corporate culture by ensuring a perfect match of professional skills, references and personal as well as social skills of successful candidates.

Our client is the asset management of an international bank in Zurich. We are looking for a quantitative finance specialist (m, f, d) as a

Financial Mathematician Cross Assets | Asset Management

Your Tasks:

• Risk- and performance-oriented quantitative analysis and calculations for a wide range of asset classes including fund investments in the field of the bank's asset management
• Foster in-depth risk analyses, estimates and recommendations based on high quality assessments using e.g. Bloomberg, Morningstar, RiskMetrix, etc.
• Monitoring of risk positions in the investment portfolios
• Preparation of reports containing risk analytics and key performance indicators for internal and external stakeholders
• Refine methodologies to constantly expand the analysis and reporting capabilities
• Optimizing asset management strategies, products, processes and tools
• Work closely with other team members, portfolio managers and senior management
• Regular reporting to the Head of Asset Management
• Participation in projects focused on the continuous development of infrastructure, tools and methods.

Your Profile:

• Master in Finance or Quantitative Finance
• Professional experience in asset management at a bank or a major fund manager, or in fund auditing
• Experience in risk & performance calculation across equity, fixed income, multi-asset and fund portfolios, including private equity Investments
• Experience with a broad range of portfolio calculations e.g. portfolio risk calculations, sensitivity analysis, factor exposures, concentration limits, liquidity risk, tracking error, etc.
• Experience with investment restriction set up and controlling
• Extensive experience with Bloomberg, Morningstar, RiskMetrix, etc. essential
• Programming skills: SQL, VBA and Python, etc., for the further development of various in-house tools
• Strong analytical skills
• Team-oriented with process oriented thinking and problem solving mentality
• Ability to go into details and to communicate the results to internal stakeholders and investors.