Our agency has been operating since 1982 as experts in recruitment of highly skilled candidates. We appear as the closest partner of a demanding clientele truly concerned by the choice of their future temporary and permanent co-workers.For one of our clients, an international private bank, we are looking for a :

Risk & Performance Quantitative Analyst (H/F)

Branche d'activité

Banques / Economie

Contrat

Fixe

Localisation

Région Genève

Temps de Travail

100%


Mission

The role holder will combine both Performance Measurement and Investment Risk Management expertise to support the Private Bank (PB) Strategic Asset Allocation (SAA).

  • Support moving the SAA ?in-house? to PB by making sure systems are updated and maintained to facilitate this delivery at rollout and on an ongoing basis
  • Support the roll out of the PB SAA across stakeholders and propositions in PB
  • Update and maintain Avaloq and related systems with current SAA and Tactical Asset Allocation (TAA) to make sure the systems are accurately reflecting clients risk and performance
  • Support queries on PB SAA and TAA from clients, portfolio managers, advisors, bankers
  • Make sure PB SAA and TAA are in line with Investment Philosophy and Suitability parameters
  • Support and enhance performance and investment risk analytics capabilities and reporting
  • Interact with portfolio managers, bankers, investment advisors, technology, distribution channels, third party vendors in addition to other business units within the bank, and sometimes direct interaction with clients
  • Provide regular detailed performance analysis on PB multi-asset class reference portfolios through comparison to the TAA and SAA models and attribute relative performance appropriately; including but not limited to allocation, selection, market timing and currency effects
  • Support the Performance and Investment Risk Manager and participate in strategic initiatives designed to provide robust, sustainable solutions through effective use of technology as well as identify and affect tactical changes to existing processes
  • Use market and financial knowledge to understand and clearly articulate the impact of investment decisions on portfolios and products and on providing monthly performance and attribution commentary

Profil

  • Proven technical knowledge and modelling ability, proven numerical and analytical skills, and strong attention to detail and accuracy
  • Strong communication skills, both written and verbal, and ability to translate technical subjects to non-technical audience
  • Ability to question and challenge traditional assumptions and beliefs, and ability to deal with and incorporate ambiguity
  • Ability to identify issues and develop a plan of action to resolve or mitigate those issue
  • Ability to work independently under minimal supervision as well as being team player
  • Proactive ?can do attitude? and takes ownership of delivery of work
  • Knowledge of more complex performance and risk management and modelling techniques including: Second order risks (gamma/vega), OTC derivative valuation, Monte Carlo simulations, factor model
  • Working knowledge of industry leading risk and performance systems including Avaloq, Bloomberg PORT

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