Quantitative Analyst

Vor 4 Tagen

Bern, Bern, Schweiz Assura Vollzeit

Your challenges :

  1. Controlling and continuous monitoring of the key quantitative performance, compliance, risk and ESG indicators of the group's assets under management, delegated via mandates and guarantee their compliance to internal and external rules at all times
  2. Ensuring the quantitative due diligence of the investment process, the monitoring of the various selected investment instruments (bonds, equities, traded real estate, etc.) including ESG legal and regulatory requirements (ESG data and reporting, TCFD, etc.), and of the related controlling processes (monitoring of credit and counterparty risks, ESG score, hedging with derivatives, etc.)
  3. Guarantee the continuous development of the quantitative tools and of the reporting infrastructure developed in Python related to the portfolio's monitoring and reporting for performance and compliance and various ESG purposes in particular
  4. Establishment of the various investment reporting including performance and compliance analysis, ESG reporting for the internal and external control bodies, for regulators, as well as group's Top Management
  5. Take an active part to the yearly ALM process in collaboration with our external advisors in order to update the optimized reference asset allocation for implementation by the portfolio manager (return assumptions, capital optimization, solvency and risks constraints, etc.)
  6. Collaboration in the elaboration of the presentations for the group's top management and different governance bodies
  7. Realization of ad hoc studies, and closed collaboration with other services linked to the investments (treasury, accounting, controlling, etc.)
  8. Coordination and close collaboration with the custodian bank and external asset managers on the related subjects

Your talents :

  1. You hold a quantitative degree of the ETHZ, EPFL, or a university degree, level Master or equivalent, preferably with a quantitative, actuarial or a specialization in financial markets or financial engineering
  2. You have the relevant experience (more than 10 years) in an institutional investment portfolio monitoring and management (multi-assets), and also in the operational implementation of financial instruments and derivatives (FX, futures, options, etc.), and you can easily comment the portfolio's performance and make recommendations
  3. Advanced professional skills in cutting-edge numerical methods & programming languages, in particular very advanced level in Python mandatory
  4. Previous experience and development in ESG investments and ALM including related risks & solvency aspects, as well as quantitative investment controlling practices, are a strong asset
  5. You are a polyvalent, autonomous person, with an analytical mind, and you work very efficiently under pressure and within very short deadlines
  6. You have a very strong commitment and very high-quality standards and values
  7. The working language is French and English, German is an asset

What we offer:

  1. 40-hour working week (full time)
  2. A minimum of 5 weeks of holiday
  3. Option of remote working
  4. Monthly contribution to travel costs if the employee buys a public transport travelcard
  5. Attractive social benefits and major discount on health insurance
  6. Welcome Day and in-house training
#J-18808-Ljbffr

  • Quantitative Analyst

    vor 1 Woche

    Bern, Bern, Schweiz BKW Energie AG Vollzeit

    BKW is an international company offering a wide range of services, from building technologies, infrastructure engineering to comprehensive energy solutions. Together with our 11,500 employees, we build networks, generate energy and deliver energy-efficient buildings, designing the sustainable living space of tomorrow. We need people like you with ideas,...

  • Quantitative Analyst

    Vor 2 Tagen

    Bern, Bern, Schweiz BKW Energie AG Vollzeit

    BKW is an international company offering a wide range of services, from building technologies, infrastructure engineering to comprehensive energy solutions. Together with our 11,500 employees, we build networks, generate energy and deliver energy-efficient buildings, designing the sustainable living space of tomorrow. We need people like you with ideas,...

  • Quantitative Analyst

    Vor 7 Tagen

    Bern, Bern, Schweiz Assura Vollzeit

    Your challenges :Controlling and continuous monitoring of the key quantitative performance, compliance, risk and ESG indicators of the group's assets under management, delegated via mandates and guarantee their compliance to internal and external rules at all timesEnsuring the quantitative due diligence of the investment process, the monitoring of the...

  • Quantitative Analyst

    vor 1 Tag

    Bern, Bern, Schweiz Assura Vollzeit

    Your challenges :Controlling and continuous monitoring of the key quantitative performance, compliance, risk and ESG indicators of the group's assets under management, delegated via mandates and guarantee their compliance to internal and external rules at all timesEnsuring the quantitative due diligence of the investment process, the monitoring of the...

  • Quantitative Analyst

    Vor 4 Tagen

    Bern, Bern, Schweiz Assura Vollzeit

    Assura is a major, committed and responsible actor in the Swiss health insurance sector. Our convictions and values guide us every day and underpin our uniqueness. Join us if you want to discover a fascinating and meaningful sphere of activity where no two days are the same.We are pleased to inform you of the following vacancy for the Finance Department in...

  • Quantitative Modelling Leader

    Vor 4 Tagen

    Bern, Bern, Schweiz NZZone Vollzeit

    Key ResponsibilitiesLead a team of quantitative analysts and risk experts in developing advanced models for risk measurement and management.Design and validate complex risk models to ensure robustness and adaptability to evolving market dynamics and regulatory changes.Monitor and improve risk models to mitigate emerging risks and enhance modelling...

  • Quantitative Model Lead

    Vor 2 Tagen

    Bern, Bern, Schweiz NZZone Vollzeit

    About UsWe offer forward-looking total solutions in the areas of energy, buildings and infrastructure - internationally and in partnership. With around 12,000 employees, we build modern grids, generate renewable energy and realise energy-efficient buildings.Your ResponsibilitiesLead a team of quantitative analysts and risk experts to design and validate...

  • Data Analyst Position

    Vor 7 Tagen

    Bern, Bern, Schweiz BKW AG Vollzeit

    At BKW AG, we are seeking a highly skilled Data Analyst to join our team. As a Data Analyst, you will play a key role in developing and optimizing pricing models for renewable energy products.Your ResponsibilitiesDevelop and improve pricing models for structured renewable energy products like PPAsImplement and enhance quantitative models for risk analysis,...

  • Renewable Energy Market Analyst

    vor 1 Tag

    Bern, Bern, Schweiz BKW Energie AG Vollzeit

    Job DescriptionAs a Quantitative Analyst at BKW Energie AG, you will play a crucial role in developing and improving pricing models for structured renewable energy products like PPAs. You will implement and enhance quantitative models for risk analysis, forecasting, and portfolio optimization, applying stochastic modeling, Monte Carlo simulations, and...

  • Quantitative Analyst

    Vor 7 Tagen

    Bern, Bern, Schweiz BKW Energie AG Vollzeit

    Risk ManagementYour roleEnsure the integrity of market data and maintain external data interfaces and contractsEnhance market risk metrics for commodities, FX, and interest rate marketsConduct stress tests on trading portfolios and monitor risk limits, escalating breaches when necessaryOversee and improve risk reporting processes to support...

  • Quantitative Analyst

    vor 1 Tag

    Bern, Bern, Schweiz BKW Energie AG Vollzeit

    Risk ManagementYour roleEnsure the integrity of market data and maintain external data interfaces and contractsEnhance market risk metrics for commodities, FX, and interest rate marketsConduct stress tests on trading portfolios and monitor risk limits, escalating breaches when necessaryOversee and improve risk reporting processes to support...

  • Head of Quantitative Risk Modelling

    Vor 2 Tagen

    Bern, Bern, Schweiz BKW Energie AG Vollzeit

    Your responsibilitiesLead and develop a team of quantitative analysts and risk expertsDesign, build, and validate advanced quantitative models for risk measurement and management, covering capture rate, volume and imbalance risks, complex stress testing, and scenario analysisContinuously monitor, backtest, and improve risk models to ensure robustness and...

  • Head of Quantitative Risk Modelling

    Vor 4 Tagen

    Bern, Bern, Schweiz NZZone Vollzeit

    About usBKW offers forward-looking total solutions in the areas of energy, buildings and infrastructure - internationally and in partnership. With around 12,000 employees, we build modern grids, generate renewable energy and realise energy-efficient buildings. We are looking for passionate people to join us in making a contribution to the society and...

  • Head of Quantitative Risk Modelling

    vor 3 Wochen

    Bern, Bern, Schweiz AEK AG Vollzeit

    Your responsibilities- Lead and develop a team of quantitative analysts and risk experts- Design, build, and validate advanced quantitative models for risk measurement and management, covering capture rate, volume and imbalance risks, complex stress testing, and scenario analysis- Continuously monitor, backtest, and improve risk models to ensure robustness...

  • Senior Risk Analyst

    Vor 4 Tagen

    Bern, Bern, Schweiz NZZone Vollzeit

    Your RoleYou will be responsible for leading a team of quantitative analysts and risk experts in developing advanced models for risk measurement and management.Main ResponsibilitiesDesign and validate complex risk models to ensure robustness and adaptability to evolving market dynamics and regulatory changes.Continuously monitor and improve risk models to...

  • Investment Performance Analyst

    Vor 4 Tagen

    Bern, Bern, Schweiz Assura Vollzeit

    About the RoleWe are looking for an experienced Investment Performance Analyst to join our team at Assura. The ideal candidate will have a solid understanding of financial markets and instruments, as well as experience in analyzing and reporting on investment performance.You will be responsible for ensuring the quantitative due diligence of our investment...

  • Head Of Quantitative Risk Modelling

    Vor 7 Tagen

    Bern, Bern, Schweiz BKW Energie AG Vollzeit

    Your responsibilitiesLead and develop a team of quantitative analysts and risk expertsDesign, build, and validate advanced quantitative models for risk measurement and management, covering capture rate, volume and imbalance risks, complex stress testing, and scenario analysisContinuously monitor, backtest, and improve risk models to ensure robustness and...

  • Head of Quantitative Risk Modelling

    vor 1 Tag

    Bern, Bern, Schweiz BKW Energie AG Vollzeit

    Your responsibilitiesLead and develop a team of quantitative analysts and risk expertsDesign, build, and validate advanced quantitative models for risk measurement and management, covering capture rate, volume and imbalance risks, complex stress testing, and scenario analysisContinuously monitor, backtest, and improve risk models to ensure robustness and...

  • Portfolio Performance Analyst

    Vor 4 Tagen

    Bern, Bern, Schweiz Assura Vollzeit

    About the JobWe are pleased to announce a vacancy for a Portfolio Performance Analyst in our Finance Department. The successful candidate will play a critical role in ensuring the optimal performance of our investments.Key Responsibilities:Control and monitor the key quantitative performance indicators of our assets under management.Conduct thorough due...

  • Head of Financial Analytics

    Vor 2 Tagen

    Bern, Bern, Schweiz NZZone Vollzeit

    Job SummaryThis is an exciting opportunity to lead our team of quantitative analysts and risk experts, working closely with trading desks to understand portfolio risks and providing strategic advice on risk mitigation strategies. As Head of Quantitative Risk Modelling, you will be responsible for designing and validating advanced models for risk measurement...