Junior Quantitative Portfolio Engineer

Julius Baer; Zürich; Vor Ort; CHF 120.000 - 180.000; Vollzeit

Zusammenfassung

Julius Baer in Zurich is seeking a motivated Investment Risk & Portfolio Engineering specialist to expand our team. You will deliver strategic asset allocation optimizations and quantitative analysis for large bespoke mandates and support portfolio managers and relationship managers for UHNW clients.

The role requires a Master’s or PhD in a quantitative field, 2+ years of experience, strong IT skills including MATLAB and database knowledge, and fluency in English plus German or French.

Qualifikationen

• Master’s degree or PhD in a quantitative subject (e.g. math, engineering, finance).
• At least 2 years of relevant work experience.
• Hands-on experience of portfolio optimization is a plus.
• Strong IT skills, including programming and data analysis experience. Working knowledge of MATLAB (or similar programming language) and databases, such as MS ACCESS is required.
• Proficiency in English, as well as German or French (both spoken and written).
• Comfortable presenting results to groups of portfolio managers and senior management.
• Highly motivated, reliable and well‑organized team player.

Aufgaben

• Deliver strategic asset allocation optimizations and quantitative analysis for large bespoke mandates to relationship managers for UHNW portfolios and participate in client meetings upon request.
• Maintain, further automate and constantly improve our proprietary financial data series database as well as related tools and processes
• Provide high-quality and timely quantitative support for our Investment Committee

Kenntnisse

Portfolio optimization

Programming

Data analysis

Ausbildung

Master’s or PhD in quantitative field

Tools

MATLAB

MS Access

Databases

Jobbeschreibung

Julius Baer in Zurich is seeking a motivated Investment Risk & Portfolio Engineering specialist to expand our team. You will deliver strategic asset allocation optimizations and quantitative analysis for large bespoke mandates and support portfolio managers and relationship managers for UHNW clients.

The role requires a Master’s or PhD in a quantitative field, 2+ years of experience, strong IT skills including MATLAB and database knowledge, and fluency in English plus German or French.