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BABank J. Safra Sarasin

ALM and Investment Portfolio Risk Officer(m/w/x)

Genf
Full-timeOn-siteExperienced

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

  • FrenchNative
  • EnglishNative

Tools & Technologies

  • Python
  • VBA
  • SQL

Benefits

Other Benefits

  • Above average insurance coverage

Healthcare & Fitness

  • Health insurance contribution

Additional Allowances

  • Meal allowance
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of Bank J. Safra Sarasin and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.

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