Quantitative Analyst / Fixed Income & ESG (w/m)
Pensum: 100%
Assura is a major, committed and responsible actor in the Swiss health insurance sector. Our convictions and values guide us every day and underpin our uniqueness. Join us if you want to discover a fascinating and meaningful sphere of activity where no two days are the same.
We are pleased to inform you of the following vacancy for the Finance Department in Lausanne or Zurich:
* Controlling and continuous monitoring of the key quantitative performance, compliance, risk and ESG indicators of the group's assets under management, ensuring compliance with internal and external rules at all times.
* Ensuring the quantitative due diligence of the investment process, monitoring various selected investment instruments (bonds, equities, traded real estate, etc.) including ESG legal and regulatory requirements (ESG data and reporting, TCFD, etc.), and related controlling processes (monitoring of credit and counterparty risks, ESG score, hedging with derivatives, etc.).
* Guaranteeing the continuous development of the quantitative tools and reporting infrastructure developed in Python related to the portfolio’s monitoring and reporting for performance and compliance, particularly for various ESG purposes.
* Establishing various investment reporting including performance and compliance analysis, ESG reporting for internal and external control bodies, regulators, and the group's Top Management.
* Taking an active part in the yearly ALM process in collaboration with our external advisors to update the optimized reference asset allocation for implementation by the portfolio manager (return assumptions, capital optimization, solvency and risks constraints, etc.).
* Collaborating in the elaboration of presentations for the group's top management and different governance bodies.
* Realizing ad hoc studies and closely collaborating with other services linked to the investments (treasury, accounting, controlling, etc.).
* Coordinating and closely collaborating with the custodian bank and external asset managers on related subjects.
* You hold a quantitative degree from ETHZ, EPFL, or a university degree at the Master level or equivalent, preferably with a quantitative, actuarial, or specialization in financial markets or financial engineering.
* You have relevant experience (more than 10 years) in institutional investment portfolio monitoring and management (multi-assets), and in the operational implementation of financial instruments and derivatives (FX, futures, options, etc.), with the ability to comment on the portfolio’s performance and make recommendations.
* Advanced professional skills in cutting-edge numerical methods & programming languages, particularly very advanced level in Python is mandatory.
* Previous experience and development in ESG investments and ALM including related risks & solvency aspects, as well as quantitative investment controlling practices, are strong assets.
* 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 strong commitment and high-quality standards and values.
* The working languages are French and English; German is an asset.
What we offer:
40-hour working week (full time)
A minimum of 5 weeks of holiday
Option of remote working
Monthly contribution to travel costs if the employee buys a public transport travelcard
Attractive social benefits and major discount on health insurance
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