Senior Quantitative Analyst, # Svizzera-Zurigo

A global business seeking a strong Quantitative Analyst from an investment banking background to work within Asset Management division.

Responsible for supporting the Chief Investment Officer (CIO) in the strategic assessment of the global investment landscape, tactical asset allocation, designing derivative overlay strategies and optimizing the investment framework for the corporate entities of the business. The Asset Allocation and Quantitative Investment Solution group is responsible to provide the infrastructure to make appropriate investments decisions through portfolio exposure and risk analysis and sound asset allocation modelling.

As part of the group shaping the investment strategy for the investment portfolio the jobholder is responsible for actively contributing in developing quantitative investment analysis tools for enhancing the Asset Allocation process. The jobholder is required to contribute significantly in the assessment and/or development of the necessary algorithms and models to ensure the quality and robustness of the solutions proposed. Additionally, he/she will support the development/maintenance of the market data and position data infrastructure, will carry out portfolio risk and exposure analysis, collecting and managing information from internal and market sources and running relevant reports. Furthermore the jobholder will contribute to analyse and shape investment mandates and to provide quantitative solutions to manage the mismatch between investment mandates and group benchmarks.


Desired employment degree:


100


- PhD in mathematics, statistics, economics, engineering or other quantitative
oriented field
- Minimum of 4 years professional experience in an analytical position involving
financial instruments modelling and programming
- Expert-level technical and statistical programming skills with a demonstrated
ability to apply these skills to financial markets; familiar with Matlab, R, MS Access
- Self-starter and able to work independently
- Ability in and enthusiasm for working in an international environment
- Strong team player

apply on http://lavori.efinancialcareers.it/job-4000000000482980.htm