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Quantitative & risk analyst

Genf
UNION BANCAIRE PRIVEE, UBP SA
Risk Analyst
Inserat online seit: 15 April
Beschreibung

Mission
Build, enhance, and maintain quantitative processes and applications to support:

Instrument risk modelling
Portfolio and investment risk management
Financial screening and investment proposal solutions
Data engineering and database management
Quantitative reporting and analytics

Main responsibilities
You will join a 10-person Risk and Quantitative Analysis team serving both Asset Management and Wealth Management. You’ll leverage strong coding and financial skills to contribute to core functions across risk modeling, portfolio risk oversight, and quantitative infrastructure such as:

Investment Risk Management

Develop, calibrate, and automate risk models for client portfolio instruments, including derivatives and structured products.
Oversee portfolio risk across strategies and mandates; produce risk metrics, ensure daily data quality checks, manage exceptions.
Recommend portfolio adjustments based on risk optimization, style analysis, and stress scenarios.
Partner with portfolio managers to translate risk insights into actionable proposals.


Quant Infrastructure and Data

Maintain and extend the team’s data pipelines and tooling; collect, compute, and process market, reference, and portfolio data. Enforce data lineage, versioning, and audit trails.
Participate to the maintenance and development of instrument screening tools, across various asset classes.
Contribute to quantitative reporting for external and internal stakeholders.


Investment Proposal Tool

Participate to the maintenance and development of an investment proposal tool, for both discretionary mandates and institutional clients.



Your Profile

Minimum 3-year experience in a similar role or equivalent
Degree in Quantitati

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