Quantitative Analyst ALM & Junior Treasury Dealer (Temporary 12 months)

UNION BANCAIRE PRIVÉE, UBP SA; Genf; Vor Ort; CHF 90.000 - 140.000; Vollzeit

Zusammenfassung

UNION BANCAIRE PRIVÉE, UBP SA in Geneva seeks a Treasury/ALM professional to manage dealing, reporting, and ALCO preparation. You will oversee cash and liquidity metrics, risk governance, and private markets oversight while coordinating with Finance, Risk, and Group Treasury.

Fluency in French and English and strong analytical skills are essential. The role requires experience in treasury operations, data analysis, and cross-functional collaboration in a challenging banking environment.

Qualifikationen

• Master’s degree in Finance, Economics, Mathematics or related technical field is required.
• 1–2 years of experience in Audit, Accounting, Treasury, Asset Management, or Trading is preferred.
• Fluent in French and English (written and spoken); additional languages are a plus.
• Proficiency in Office suite and at least two of the listed coding/analytic tools (e.g., Python, R, MATLAB).
• Familiarity with Bloomberg Terminal is advantageous.
• High level of discretion and confidentiality; strong analytical mindset.

Aufgaben

• Execute Internal spot/forward FX swaps, money market deposits, and short-term funding within delegated limits.
• Back up for Collateral Management and monitor macro events affecting core currencies and client activity.
• Prepare and consolidate inputs for ALCO packs including liquidity metrics and balance sheet trends.
• Contribute to redaction of ILAAP and ICAAP reports; support treasury KPIs reporting.
• Maintain HQLA portfolio reporting and regulatory liquidity data.
• Support risk, compliance, and governance with desk mandates, limits, and incident escalation.
• Provide business analysis for treasury projects and ensure timely documentation and system testing.

Kenntnisse

Numerical ability

Attention to detail

Time-critical decisions

Team player

Client-centric mindset

Strong communication

Integrity & risk awareness

Ausbildung

Master’s degree in Finance, Economics, Mathematics or technical subject

Tools

Access

VBA

SQL

Matlab

R

Python

Bloomberg Terminal

Kondor+

Kondor+ Database

Business Objects Accounting

Business Objects Treasury & Trading

TMT Treasury Master Tools

Office Pack

Jobbeschreibung

Main responsibilities

• 1) Dealing & Execution
  • Execute Internal spot/forward FX swaps, money market deposits, and short-term funding/placements within delegated limits.
  • Back up for Collateral Management.
  • Track macro events and central bank decisions relevant to core currencies and client activity; produce concise daily updates for internal stakeholders.
• 2) Reporting & Controls
  • Contributes to the redaction of ILAAP and ICAAP reports.
  • Support month-end/quarter-end reporting for Treasury KPIs, P&L attribution, and balance sheet metrics.
  • Contributes to the development of tools and enhancement in data quality.
  • Contributes to NII projections, de-composition and FTP Analysis.
• 3) ALCO Preparation
  • Prepare and consolidate inputs for Asset & Liability Committee (ALCO) packs, including liquidity metrics, funding mix, interest rate risk in the banking book (IRRBB) summaries, and balance sheet trends.
  • Coordinate with Finance, Risk, and Group Treasury to ensure data accuracy, and timely submission.
  • Produce commentary on material movements, limit utilization, and management actions.
  • Bespoke analysis and report writing to the attention of ALCO / ExCo
• 4) HQLA Portfolio
  • Maintain position, valuation, and performance reporting; support look-through and regulatory liquidity reporting as required.
• 5) Illiquid (Private Markets) Portfolio — Oversight & Reporting
  • Support Security and Manager selection.
  • Helps develop a pricing model/database for private market investments.
  • Able to evaluate risks in Private Market Transactions
  • Engagement with managers
• 6) Risk, Compliance & Governance
  • Adhere to desk mandates, counterparty/issuer limits, and conduct rules; abides and contributes to rules set in the Internal Control System.
  • Ensure compliance with UBP policies and local Jersey regulatory standards (JFSC), and applicable UK/EU practices where relevant.
  • Promptly escalation limit breaches, operational incidents, and suspicious activity.
• 7) Projects
  • Provides Business Analysis on Treasury Projects
  • Ensures timely reporting and documentation of Treasury Projects
  • Ensures system testing for Treasury related system releases

Your Profile

• Core competencies
  • Ability to work extended hours and be driven by objectives.
  • Strong numerical ability, attention to detail, and comfort with time-critical decisions.
  • Basic Knowledge of Accounting Principles and Bank Regulatory framework.
  • Able to analyse investment with a legal mindset and decompose complex issues in legal terms.
  • Passionate about Financial Markets and Instruments.
  • Clear written and verbal communication; able to produce concise commentaries.
  • High integrity and risk awareness; disciplined approach to limits and governance.
  • Team player with a client-centric mindset and strong interpersonal skills.
• Specific Competencies
  • Master’s degree in Finance, Economics, Mathematics or other Technical subject.
  • Ideally 1-2 years of experience in Audit, Accounting, Treasury, Asset Management, or Trading.
  • Fluent in French and English (written and spoken) additional languages a plus.
  • Office Pack.
  • Access, VBA, SQL, Matlab, R, Python coding (proficient at least on 2 or the 6 listed)
  • Familiar with Bloomberg Terminal a plus
  • Sense of discretion and confidentiality
  • Capacity to work as a team in an agile and challenging environment.
  • Proactive, stress Resilient
  • Problem Solving and Analytical mindset
• Main IT Accesses:
  • Atlas Geneva
  • File server Geneva
  • Citrix VPN
  • Bloomberg Terminal
  • Kondor + / Kondor + Database
  • Business Objects Accounting
  • Business Objects Treasury & Trading
  • TMT Treasury Master Tools

This Job Description is not intended to be all-inclusive. The employee may perform other related duties to meet the on-going needs of the Bank. The employee acknowledges and understands the content of this job description and agrees to respect it.

Core Competencies : Adherence to the company’s values: Dedication, Conviction, Agility and Responsibility - Compliance with regulations and internal directives