Quantitative Treasury Analyst

5 days left

Employer
Swissquote
Location
Gland, Switzerland
Salary
Competitive
Posted
Sep 26, 2020
Closes
Oct 26, 2020
Ref
8513546
Job Function
Accounting/Audit/Tax
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Job Description

As a member of the ALM & Treasury Department, your missions are:
  • Contribution to Net Interest Income maximization while complying with external and internal regulations
  • Contribution to liquidity management operation
  • Improvement of treasury & investments management activities, processes and cockpits
  • Reporting to various stakeholders in a timely manner

More specifically, as Quantitative Treasury Analyst, your key responsibilities are:
  • Maintain and improve quantitative models / tools used to manage the Bank's liquidity & balance sheet
  • Actively participate to investments decisions (money market, fixed income, FX, equities)
  • Contribute with quantitative analysis to various cross departmental projects
  • Serve as backup for the daily cash & collateral management

Qualifications
  • Master's degree in a quantitative field of study, CFA or FRM is a plus.
  • A first experience in a ALM/treasury department is a plus.
  • Proficient Programming skills in one of the following languages: R, Python.
  • Good understanding of: macroeconomics and financial markets, data analysis and interpretation, portfolio construction and risk management in quantitative finance as well as fundamental analysis, factor investments, back-test and portfolio optimization
  • Knowledge of data management technologies such as MySQL, MSSQL or HiveQL.
  • Knowledge of statistical inference and machine learning will be a plus.

Additional Information

SQ2