Market Risk Quantitative Analyst

For one of our clients, a private bank based in Geneva we are looking for a :

MARKET RISK QUANTITATIVE ANALYST

Job description

• Defining the rules of engagement for Financial Risk (Market Risk and ALM Risk) activities across the Group
• Setting the risk management framework and its principles
• Running daily controls (capital requirement, limits consumption)
• Testing the functioning of the internal control system for Financial Risk activities
• Monitoring regularly developments and answering to any request from the regulator
• Reporting relevant anlaytics to top management and board of directors
• Presenting dedicated analysis to the Group Treasury and Market Risk Committees
• Managing the evolution of the tools used to monitor the Financial Risk with a focus on the automation, the quality of data and the delivery of relevant dashboards

Profile required

• University degree in Finance or Science (engineering, mathematics, etc.) or qualification deemed equivalent CFA, CAIA, CIIA or equivalent post-grade
• Minimum 5 years of experience in a similar role, setting up and managing complex risk frameworks within an investment led firm or department
• In-depth knowledge of derivatives products, trading strategies and regulation
• Knowledge of Front Arena, RiskPro, Tableau is a plus
• Entrepreneurial and can-do spirit, autonomy and problem-solving skills, with strong analytical thinking
• Solid organisational, interpersonal and communication skills
• Fluent in English and French (oral and written)
• Must be resident in Switzerland

All files will be treated with the utmost confidentiality