Financial Mathematician Fund Management | Risk, Performance, Reporting

coni-partner; Trier; Vor Ort; EUR 127.000 - 212.000; Vollzeit

Zusammenfassung

Our client, the asset management division of an international bank in Zurich, seeks a quantitative analyst to drive fund performance measurement, risk attribution and reporting. You will analyze portfolio configurations, benchmark data and sourcing, and support client reporting across the group.

You will also partner with front office, IT and external vendors on projects, controls and process improvements, delivering efficient, auditable outcomes in a fast-paced environment.

Qualifikationen

• Master's degree in Mathematics, Physics, Economics or Quantitative Finance.
• Experience in asset management, investment banking or consulting.
• Experience with risk & performance analysis of investment products.
• Programming skills (e.g. VBA / Python / SQL).
• Experience with Bloomberg, FactSet, MorningStar and Essentials, QA Direct.
• Independent, analytical team player and practical problem solver.
• Eye for efficiency and time pressure.
• Excellent organizational and communication skills.
• High affinity for IT and systems.

Aufgaben

• Calculate, validate and report fund performance measurement, attribution and risks.
• Analyze portfolio configuration, aggregated portfolios and benchmarks.
• Support client reporting teams with relevant performance metrics.
• Execute performance-related projects with client reporting and IT.
• Collaborate with front office, internal audit and external data vendors.
• Contribute to optimization of department tools, systems and processes.

Kenntnisse

Python/VBA/SQL

Risk & performance analysis

Analytical thinking

Communication skills

Problem solving

IT affinity

Ausbildung

Master's degree in Mathematics, Physics, Economics or Quantitative Finance

Tools

Bloomberg

FactSet

Morningstar Essentials

QA Direct

Jobbeschreibung

Our client is the asset management division of an international bank in Zurich. We are looking for a quantitative analyst (m, f, d) to serve as a

Financial Mathematician Fund Management | Risk, Performance, Reporting

Aufgaben

• Responsible for the calculation, validation and reporting of fund investment portfolio performance measurement, attribution and risks
• Responsible for portfolio configuration analysis, aggregated portfolios, benchmark data sourcing and benchmark management
• Support client reporting teams across the group with relevant performance metrics
• Responsible for executing critical performance related projects with client reporting and project management teams in Private Banking Operations & IT
• Responsible for problem-solving, change management, user acceptance test (UAT) support, documentation and application of controls
• Responsible for working with process and IT platform enablers, front office clients such as portfolio managers, front desks and business management teams, internal audit as well as external data vendors and service providers
• Contribute to the optimization of the department, its tools, systems, platforms and processes.

Qualifikation

• Master's degree in Mathematics, Physics, Economics or Quantitative Finance
• Professional experience in asset management, investment banking or consulting
• Experience in risk & performance analysis of investment products
• Programming skills (e.g. VBA / Python / SQL)
• Experience with e.g. Bloomberg, FactSet, MorningStar and Essentials, QA Direct
• Professional experience with performance measurement and performance attribution, but also generalist interest in other tasks such as internal controls or controlling of external service providers
• Knowledge of the life cycle of processes
• Knowledge of process flows, process flow charts and governance in operations
• Independent, analytical team player and practical problem solver
• Eye for efficiency and effectiveness even under time pressure
• Excellent organizational and communication skills
• Self-motivated, team-minded and goal oriented
• High affinity for IT and systems.