Quantitative Analyst Funds and FoF / Risk & Performance

Join; Zürich; On-site; CHF 120,000 - 180,000; Full time

Job summary

coni + partner ag is recruiting for its client, the asset management arm of an international bank in Zurich, for a Quantitative Analyst Funds and FoF / Risk & Performance. The role covers risk- and performance-oriented quantitative analysis across fund investments, VaR, and reporting to stakeholders.

The ideal candidate holds a Master in Quantitative Finance and has experience in asset/fund management, with programming in SQL, VBA and Python. Residence in Switzerland is required.

Qualifications

• Master in Quantitative Finance.
• Professional experience in asset or portfolio management at a bank or fund manager, or in fund auditing.
• Experience in risk & performance calculation across various asset classes and funds.
• Experience with ex-ante and ex-post risk analysis including VaR and tracking error.
• Residence in Switzerland is required.

Responsibilities

• Risk- and performance-oriented quantitative analysis and calculations for asset classes and fund investments.
• Develop risk assessments and recommendations based on high quality analyses.
• Monitor risk positions in investment portfolios and prepare reports for stakeholders.
• Refine methodologies to expand analysis and reporting capabilities.
• Work closely with portfolio managers and senior management; report to Head of Asset Management.

Skills

Strong analytical skills

Team-oriented

Problem solving mentality

Communication of results

Education

Master in Quantitative Finance

Tools

Bloomberg

Morningstar

RiskMetrix

SQL

Python

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 Funds and FoF / Risk & Performance

Aufgaben

• 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
• 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

Qualifikation

• Master in Quantitative Finance
• Professional experience in asset or portfolio 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 in ex-ante and ex-post risk analysis, including VaR calculations, 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
• Residence in Switzerland is required.

coni + partner ag

Ivano Coni

Managing Director

Klosbachstrasse 107

8032 Zürich

Tel.: [phone]