Quantitative Finance Specialist – Cross-Asset Risk

coni+partner AG; Zürich; Presencial; CHF 150.000 - 190.000; Tempo integral

Resumo da vaga

coni + partner invites a Financial Mathematician Cross Assets for an asset management client in Zurich. You will perform risk- and performance-oriented quantitative analysis across equity, fixed income, multi-asset and funds, leveraging Bloomberg and Morningstar.

You will refine methodologies, optimize asset management processes, and collaborate with portfolio managers and senior management. Strong analytical skills and programming in SQL, VBA and Python will support in-house tool development.

Qualificações

• Master in Finance or Quantitative Finance (or equivalent).
• Experience in asset management at banks or major fund managers, or in fund auditing.
• Experience with risk & performance calculations across equity, fixed income, multi-asset and fund portfolios, including private equity investments.
• Experience with portfolio calculations: risk, sensitivity, factor exposures, concentration limits, liquidity risk, tracking error.
• Experience with investment restriction setup and controlling.
• Extensive experience with Bloomberg, Morningstar, RiskMetrix, etc. essential.
• Programming skills: SQL, VBA and Python for in-house tool development.

Responsabilidades

• Conduct risk- and performance-oriented quantitative analyses for a wide range of asset classes including fund investments.
• Foster in-depth risk analyses, estimates and recommendations based on high quality assessments using Bloomberg, Morningstar, RiskMetrix, etc.
• Monitor risk positions in the investment portfolios.
• Prepare reports containing risk analytics and key performance indicators for internal and external stakeholders.
• Refine methodologies to expand the analysis and reporting capabilities.
• Optimize 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.

Conhecimentos

Quantitative finance

Risk analysis

Portfolio risk calculations

Data analysis

Communication with stakeholders

Formação

Master in Finance or Quantitative Finance

Ferramentas

Bloomberg

Morningstar

RiskMetrix

SQL

VBA

Python

Descrição da vaga

coni + partner invites a Financial Mathematician Cross Assets for an asset management client in Zurich. You will perform risk- and performance-oriented quantitative analysis across equity, fixed income, multi-asset and funds, leveraging Bloomberg and Morningstar.

You will refine methodologies, optimize asset management processes, and collaborate with portfolio managers and senior management. Strong analytical skills and programming in SQL, VBA and Python will support in-house tool development.