Financial Mathematician Fund Management | Risk, Performance, Reporting

coni+partner AG; Zürich; Vor Ort; Vertraulich; Vollzeit

Zusammenfassung

coni + partner, Zurich-based consultancy, is representing an asset management division of an international bank seeking a Quantitative Analyst. The role focuses on performance measurement, risk analysis and reporting for fund portfolios, with exposure to data sourcing and client reporting support.

The candidate should have strong mathematical/quantitative backgrounds, programming skills, and experience with market data systems.

Qualifikationen

• Master's degree in Mathematics, Physics, Economics or Quantitative Finance.
• Experience in asset management, investment banking or consulting.
• Experience in risk & performance analysis of investment products.
• Programming skills: VBA, Python, SQL.
• Experience with Bloomberg, FactSet, Morningstar Essentials and QA Direct.
• Knowledge of performance measurement and attribution; interest in internal controls.

Aufgaben

• Calculate, validate and report fund portfolio performance and risk.
• Analyze portfolio configuration, aggregated portfolios and benchmarks.
• Support client reporting with relevant performance metrics.
• Lead performance-related projects with client reporting and IT teams.
• Document controls and assist with UAT and process improvements.
• Collaborate with portfolio managers, front desks and external data vendors.

Kenntnisse

Analytical mindset

Team player

Communication skills

Self-motivated

Time management

IT affinity

Ausbildung

Master's degree in Mathematics/Physics/Economics/Quantitative Finance

Tools

VBA

Python

SQL

Bloomberg

FactSet

Morningstar Essentials

QA Direct

Jobbeschreibung

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 division of an international bank in Zurich. We are looking for a quantitative analyst (m, f, d) to serve as a

Financial Mathematician Fund Management | Risk, Performance, Reporting

Aufgaben

• Responsible for the calculation, validation and reporting of fund investment portfolio performance measurement, attribution and risks
• Responsible for portfolio configuration analysis, aggregated portfolios, benchmark data sourcing and benchmark management
• Support client reporting teams across the group with relevant performance metrics
• Responsible for executing critical performance related projects with client reporting and project management teams in Private Banking Operations & IT
• Responsible for problem-solving, change management, user acceptance test (UAT) support, documentation and application of controls
• Responsible for working with process and IT platform enablers, front office clients such as portfolio managers, front desks and business management teams, internal audit as well as external data vendors and service providers
• Contribute to the optimization of the department, its tools, systems, platforms and processes

Qualifikation

• Master's degree in Mathematics, Physics, Economics or Quantitative Finance
• Professional experience in asset management, investment banking or consulting
• Experience in risk & performance analysis of investment products
• Programming skills (e.g. VBA / Python / SQL)
• Experience with e.g. Bloomberg, FactSet, MorningStar and Essentials, QA Direct
• Professional experience with performance measurement and performance attribution, but also generalist interest in other tasks such as internal controls or controlling of external service providers
• Knowledge of the life cycle of processes
• Knowledge of process flows, process flow charts and governance in operations
• Independent, analytical team player and practical problem solver
• Eye for efficiency and effectiveness even under time pressure
• Excellent organizational and communication skills
• Self-motivated, team-minded and goal oriented
• High affinity for IT and systems