Quantitative Financial Expert

Vor 7 Tagen


Lausanne, Waadt, Schweiz Assura Vollzeit
Job Description

Overview

Assura is a leading health insurance provider in the Swiss market, committed to excellence and responsible practices. Our values guide our daily operations and contribute to our unique position.

We are seeking a talented individual to join our Finance Department in Lausanne or Zurich:

Key Responsibilities
  • Monitor and control key quantitative performance indicators, ensuring compliance with internal and external rules.
  • Conduct quantitative due diligence on investment processes, monitoring selected instruments (bonds, equities, real estate) and related controlling processes.
  • Develop and maintain quantitative tools and reporting infrastructure for portfolio monitoring and reporting.
  • Establish investment reports, including performance analysis and ESG reporting for internal and external stakeholders.
  • Collaborate in the ALM process with external advisors to update optimized asset allocation.
  • Prepare presentations for top management and governance bodies.
  • Perform ad-hoc studies and collaborate with other services (treasury, accounting, controlling).
  • Coordinate with custodian banks and external asset managers.
Requirements
  • Quantitative degree from ETHZ, EPFL, or equivalent, preferably with a specialization in financial markets or engineering.
  • More than 10 years of experience in institutional investment portfolio monitoring and management, with expertise in operational implementation of financial instruments and derivatives.
  • Advanced skills in cutting-edge numerical methods and programming languages, particularly Python.
  • Experience in ESG investments and ALM, including related risks and solvency aspects, is a strong asset.
  • Polyvalent and autonomous individual with an analytical mind, able to work efficiently under pressure.
  • Strong commitment and high-quality standards.
  • Proficient in French and English; German is an asset.


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