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ALM and Investment Portfolio Risk Officer(m/w/x)
Computing P&L and balance sheet dynamics for Net Interest Income using internal tools. Master's degree and 2 years analytical experience required. Above-average insurance coverage and meal allowance.
Requirements
- Master's degree in Finance/Capital Markets
- Passed at least one CFA/FRM exam
- 2 years experience in monitoring/analytical position
- Strong understanding of Fixed income securities and derivatives
- Intermediate Python, VBA, or SQL skills
- Proven ability to cross-check reports
- Sound self-discipline
- Eagerness to learn and face challenges
- Ability to work under pressure
- Fluency in French and English
Tasks
- Leverage internally developed tools for advisory and monitoring
- Support Treasury department with reports and ad-hoc analysis
- Review Treasury trades, input data, and reconcile positions
- Compute Profit and Loss and other risk metrics
- Project balance sheet dynamics for Net Interest Income
- Analyze Economic Value of Equity risks
- Conduct ad-hoc analysis of Treasury strategies
- Prepare ALCo meeting packages
- Automate data analysis and reports using SQL, Python, and VBA
- Monitor hedge accounting effectiveness
- Perform annual stress testing for the Board of Directors
- Conduct ALM due diligence on mergers and acquisitions
- Provide ALM peer learning and support to entity risk managers
- Manage two FTEs for reporting and long-term projects
Work Experience
- 2 years
Education
- Master's degree
Languages
- French – Native
- English – Native
Tools & Technologies
- Python
- VBA
- SQL
Benefits
Other Benefits
- Above average insurance coverage
Healthcare & Fitness
- Health insurance contribution
Additional Allowances
- Meal allowance
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ALM and Investment Portfolio Risk Officer(m/w/x)
Computing P&L and balance sheet dynamics for Net Interest Income using internal tools. Master's degree and 2 years analytical experience required. Above-average insurance coverage and meal allowance.
Requirements
- Master's degree in Finance/Capital Markets
- Passed at least one CFA/FRM exam
- 2 years experience in monitoring/analytical position
- Strong understanding of Fixed income securities and derivatives
- Intermediate Python, VBA, or SQL skills
- Proven ability to cross-check reports
- Sound self-discipline
- Eagerness to learn and face challenges
- Ability to work under pressure
- Fluency in French and English
Tasks
- Leverage internally developed tools for advisory and monitoring
- Support Treasury department with reports and ad-hoc analysis
- Review Treasury trades, input data, and reconcile positions
- Compute Profit and Loss and other risk metrics
- Project balance sheet dynamics for Net Interest Income
- Analyze Economic Value of Equity risks
- Conduct ad-hoc analysis of Treasury strategies
- Prepare ALCo meeting packages
- Automate data analysis and reports using SQL, Python, and VBA
- Monitor hedge accounting effectiveness
- Perform annual stress testing for the Board of Directors
- Conduct ALM due diligence on mergers and acquisitions
- Provide ALM peer learning and support to entity risk managers
- Manage two FTEs for reporting and long-term projects
Work Experience
- 2 years
Education
- Master's degree
Languages
- French – Native
- English – Native
Tools & Technologies
- Python
- VBA
- SQL
Benefits
Other Benefits
- Above average insurance coverage
Healthcare & Fitness
- Health insurance contribution
Additional Allowances
- Meal allowance
Like this job?
BetaYour Career Agent finds similar jobs for you every day.
About the Company
Bank J. Safra Sarasin
Industry
FinancialServices
Description
The company is a leading sustainable private bank offering personalized services in investment advisory and asset management.
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