Fixed Income Quantitative Analyst (f/m)

FissoFinanzeZürich

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, we are looking for:

Fixed Income Quantitative Analyst (f/m)

Your mission

  • In the Investment Team, participation to the permanent controlling and monitoring of the key quantitative indicators (performance, compliance and risks) of the group's assets under management, delegated via mandates, and guarantee their compliance to all applicable internal and external rules and laws at all times ; guarantee the high quality of the bonds management process (selection, credit monitoring, hedging, etc.), also with specific ad hoc due diligence on the fixed income investment process,
  • Support to the development, maintenance and back-up of all the quantitative tools used by the Investment Team for controlling and reporting and related to the global portfolios (ALM modeling with risks & solvency constraints, performance attribution & optimization, credit risk and treasury, etc.); specifical development and maintenance of quantitative tools related to the fixed income portfolios (credit assessment and monitoring, benchmarks, etc.); continuous maintenance and improvement of all tools with the Team
  • Participation in the elaboration of the various investment reporting (performance, compliance, risks and treasury) and technical presentations for the internal and external control bodies, (incl. investment committees, auditors, regulators, top management, etc.)
  • Coordination and close collaboration with the custodian bank and external asset managers on all related asset management and specifically fixed income subjects
  • Act as the permanent back-up of the Group Treasurer, and support him on request in his various tasks for cash management, including for example monetary investments and the link between operational cash management and asset management

Your profile

  • You hold a quantitative degree of the ETHZ, EPFL, or a university degree, minimum level Master or equivalent, preferably with a mathematical, physics or actuarial track, or a specialization in financial markets or financial engineering
  • You have the relevant high level experience in the fixed income portfolio management - 5 years in a well-established asset management institution is a minimum - and in the operational implementation of financial instruments and derivatives (FX, futures, options, etc.), and you can easily explain and comment a global portfolio’s performance
  • Advanced professional skills in cutting-edge numerical methods & programming languages (Python, VBA, Matlab, R) is an absolute requirement
  • Previous experience in ALM including related risks & solvency aspects would be appreciated, and quantitative investment controlling practices is a strong asset
  • 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.

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.

Inizio del rapporto di lavoro:

immediately or to be agreed

Luogo di lavoro:

Zürich

Tasso di attività:

100%

Durata dell'attività:

Permanent

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