Financial Mathematician Risk, Performance, Reporting

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

Zusammenfassung

coni + partner ag in Zurich is seeking a quantitative analyst to join the asset management division of an international bank. You will lead calculation, validation and reporting of fund performance, risk and attribution, and support portfolio configuration analysis.

The role requires a Master's in a quantitative field, experience in asset management or consulting, and programming skills in VBA, Python or SQL.

Qualifikationen

• Master's degree in Mathematics, Physics, Economics or Quantitative Finance.
• Professional experience in asset management, investment banking or consulting.
• Experience in risk and performance analysis of investment products.

Aufgaben

• Calculate, validate and report fund investment portfolio performance and risk.
• Analyze portfolio configuration, aggregates and benchmark data sourcing.
• Support client reporting teams with performance metrics.
• Execute performance-related projects with client reporting and IT.
• Contribute to governance, controls and documentation.
• Collaborate with front office, internal audit and external data vendors.
• Contribute to optimizing departments, tools and processes.

Kenntnisse

Mathematics / Quantitative Finance

Programming skills (VBA, Python, SQL)

Risk & performance analysis

Ausbildung

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

Tools

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 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.

coni + partner ag

Ivano Coni

Managing Director

Klosbachstrasse 107

CH-8032 Zürich

Tel.: [phone]