Quantitative Analyst Asset Management Portfolio Risk

coni+partner AG; Zürich; On-site; CHF 120,000 - 180,000; Full time

Job summary

coni + partner ag, with its headquarter in Zurich, seeks a Quantitative Analyst for Asset Management Portfolio Risk to perform risk- and performance-oriented analyses across asset classes, including fund investments. You will work with portfolio managers and senior management to refine methodologies and optimize risk reporting.

Ideal candidates have a Master in Finance, experience in asset management, and strong programming skills (SQL, VBA, Python) to support in-house tools and reporting.

Qualifications

• Master in Finance or Quantitative Finance required.
• Experience in asset management at a bank or major fund manager, or in fund auditing.
• Experience with risk & performance calculations across equity, fixed income, multi-asset and fund portfolios, including private equity investments.
• Experience with a broad range of portfolio calculations (portfolio risk, sensitivity analysis, factor exposures, concentration limits, liquidity risk, tracking error).
• Experience with investment restriction setup and controlling.
• Programming skills: SQL, VBA and Python for in-house tools.

Responsibilities

• Risk- and performance-oriented quantitative analysis and calculations for a wide range of asset classes including fund investments in the bank's asset management.
• Foster in-depth risk analyses and recommendations based on high-quality assessments using Bloomberg, Morningstar, RiskMetrix, etc.
• Monitoring of risk positions in the investment portfolios.
• Preparation of reports containing risk analytics and KPIs for internal and external stakeholders.
• Refine methodologies to expand analysis and reporting capabilities.
• Optimizing asset management strategies, products, processes and tools.
• Work closely with team members, portfolio managers and senior management.
• Regular reporting to the Head of Asset Management.
• Participation in projects focused on development of infrastructure, tools and methods.

Skills

Strong analytical skills

Team-oriented

Problem solving mentality

Communication of results

SQL

VBA

Python

Education

Master in Finance or Quantitative Finance

Tools

Bloomberg

Morningstar

RiskMetrix

Job description

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 of an international bank in Zurich. We are looking for a quantitative finance specialist (m, f, d) as a

Quantitative Analyst Asset Management Portfolio Risk

Your Tasks:

• Risk- and performance-oriented quantitative analysis and calculations for a wide range of asset classes including fund investments in the field of the bank's asset management
• Foster in-depth risk analyses, estimates and recommendations based on high quality assessments using e.g. Bloomberg, Morningstar, RiskMetrix, etc.
• Monitoring of risk positions in the investment portfolios
• Preparation of reports containing risk analytics and key performance indicators for internal and external stakeholders
• Refine methodologies to constantly expand the analysis and reporting capabilities
• Optimizing asset management strategies, products, processes and tools
• Work closely with other team members, portfolio managers and senior management
• Regular reporting to the Head of Asset Management
• Participation in projects focused on the continuous development of infrastructure, tools and methods

Your Profile:

• Master in Finance or Quantitative Finance
• Professional experience in asset management at a bank or a major fund manager, or in fund auditing
• Experience in risk & performance calculation across equity, fixed income, multi-asset and fund portfolios, including private equity Investments
• Experience with a broad range of portfolio calculations e.g. portfolio risk calculations, sensitivity analysis, factor exposures, concentration limits, liquidity risk, tracking error, etc.
• Experience with investment restriction set up and controlling
• Experience with Bloomberg, Morningstar, RiskMetrix, etc.
• Programming skills: SQL, VBA and Python, etc., for the further development of various in-house tools
• Strong analytical skills
• Team-oriented with process oriented thinking and problem solving mentality
• Ability to go into details and to communicate the results to internal stakeholders and investors

Your Contact:

Mr. Ivano Coni would like to support you. Your application will be kept strictly confidential.

coni + partner ag

Ivano Coni

Managing Director

Klosbachstrasse 107

8032 Zürich

contact @coni-partner.com