Quantitative Treasury Analyst
- Employer
- Swissquote
- Location
- Gland, Switzerland
- Salary
- Competitive
- Closing date
- Dec 1, 2020
View more
- Job Function
- Accounting/Audit/Tax
- Industry Sector
- Finance - General
- Employment Type
- Full Time
- Education
- Bachelors
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Job Description
As a member of the ALM & Treasury Department, your missions are:
More specifically, as Quantitative Treasury Analyst, your key responsibilities are:
Qualifications
Additional Information
SQ2
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
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