Quantitative Investement Analyst (m/w)

FestanstellungFinanzenZürich

As the third largest health insurance company in Switzerland, Assura believes in shared responsibility between the insurer and the policyholder and places this conviction at the heart of its commitment to the health care system. Our 1'450 employees receive attractive social benefits and work in a dynamic and collaborative environment, backed by a strong corporate culture and entrepreneurial spirit as well as a useful and exciting field of activity.

For our Finance Department in Zurich, we are looking for:

Quantitative Investement Analyst (m/w)

Your mission

  • Controlling and continuous monitoring of the key quantitative performance, compliance and risk indicators of the group's assets under management, delegated via mandates and guarantee their compliance to internal and external rules at all times
  • Development of investment quantitative, controlling and reporting tools based on the simulation of the cash flows, return assumptions and economic scenarios for the group’s asset management department (ALM modeling with risks & solvency constraints, performance attribution & optimization, etc.), as well as their continuous improvement
  • Close monitoring of the portfolio’s evolution (bonds, equities, real estate, alternative classes, including hedging with derivatives) and of the costs related to asset management activities (asset managers, custodian bank, hedging, etc.)
  • Establishment of the various investment reporting including performance analysis and investment controlling in particular for the internal and external control bodies, for regulators, as well as group's Top Management
  • Collaboration in the elaboration of the presentations for the group's top management and different governance bodies
  • Ensuring the quantitative due diligence of the investment process, incl. ALM process, selection of the various investment instruments (bonds, investment funds and alternatives, etc.), and of the related controlling processes (monitoring of credit risks, hedges, etc.)
  • Coordination and close collaboration with the custodian bank and external asset managers on the related subjects

Your profile

  • You hold a 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
  • You have in-depth knowledge in the ALM methods including related risks & solvency aspects and constraints, and of quantitative investment controlling practices
  • You have the relevant experience in the fixed income and in the operational implementation of financial instruments and derivatives (FX, futures, options, swaps, etc.), and you can easily comment the portolio’s performance
  • Advanced professional skills in cutting-edge numerical methods & programming languages such as Python, R and VBA is a must
  • You are a polyvalent, autonomous person, with an analytical mind, and you work very efficiently under pressure and within very short deadlines
  • You have a very strong commitment and very high-quality standards
  • The working language is French and English, German is an asset

For your information, preference is given to electronic applications in order to ensure quick and efficient processing. In addition, please note that we do not return the files received in paper format but reply to them by e-mail only.

Thank you for your interest in our society. We look forward to reviewing your application.

Anstellungsbeginn:

Immediately or to be agreed

Arbeitsort:

Zürich

Pensum:

100%

Dauer der Aktivität:

Permanent

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