By joining Swissquote, you will become a member of the sector's leading company. You will be encouraged to develop your skills and to grow within teams of highly qualified specialists. We encourage personal development and actively support creative team work, leadership and responsibility.
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
- 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.