Financial Mathematician Risk & Reporting

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

Zusammenfassung

coni+partner AG in Zürich sucht einen quantitativen Analysten (m/w/d) als Financial Mathematician für Risk & Reporting zur Bereitstellung von Performance-Messung, Attribution und Risikoberichtserstattung im Vermögensverwaltungsbereich.

Zu den Aufgaben gehören Berechnung, Validierung und Berichterstattung von Fonds-Performance, Portfolio-Konfiguration, Benchmark-Daten sowie Unterstützung der Client-Reporting-Teams. Zusammenarbeit mit Front Office, Operations und IT ist zentral.

Qualifikationen

• Masterabschluss in Mathematik, Physik, Ökonomie oder quantitativer Finanzierung.
• Berufserfahrung in Asset Management, Investment Banking oder Beratung.
• Erfahrung in Risiko- und Performance-Analyse von Investmentprodukten.
• Programmierkenntnisse: VBA, Python, SQL.
• Erfahrung mit Bloomberg, FactSet, MorningStar und Essentials.
• Erfahrung mit Performance-Messung und -Attribution; Verständnis interner Kontrollen.

Aufgaben

• Berechnung, Validierung und Berichterstattung von Fonds-Performance, Attribution und Risiken.
• Verantwortlich für Portfoliokonfiguration, aggregierte Portfolios, Benchmarkdaten und Benchmark-Management.
• Unterstützung der Client-Reporting-Teams mit relevanten Performance-Metriken.
• Durchführung von Performance-bezogenen Projekten mit Client Reporting, IT und Operations.
• Dokumentation, IT-Kontrollen und UAT-Unterstützung; Zusammenarbeit mit Front Office und externen Anbietern.

Kenntnisse

Analytical thinking

Team player

Communication skills

Problem solving

IT affinity

Ausbildung

Master's degree in Mathematics, Physics, Economics or Quantitative Finance

Tools

VBA

Python

SQL

Bloomberg

FactSet

MorningStar

Essentials

QA Direct

Jobbeschreibung

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 & 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.