At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let’s shape the future of wealth management together.
The Investment Risk & Portfolio Engineering team is part of the CIO Office which is responsible for managing all discretionary mandates of Julius Baer.
We are responsible for maintaining the asset allocations for all multi asset class mandates. We design and update the strategic and tactical asset allocations for these mandates, provide quantitative analysis to the Investment Committee and run ex-ante risk and liquidity reports.
We also manage the market and liquidity risk of our discretionary mandates and all our funds, equity, fixed income and multi-asset. Support of portfolio managers for portfolio construction and relationship managers with optimizations and analysis for bespoke mandates for ultra-high-net-worth (UHNW) clients is also part of our role. We build, maintain and improve our proprietary tools deployed for our daily job.
We are looking for a motivated senior new colleague to expand our team and help us with our growing responsibilities.
YOUR CHALLENGE
1. Take ownership of the ex-ante factor risk reporting for hundreds of funds and mandates
2. Maintain, further automate and constantly improve the tools and processes used for these tasks
3. Discuss the risk reports with portfolio managers, suggest improvements, run trade simulations
4. Provide high-quality and timely quantitative support for our Investment Committee
5. Deliver strategic asset allocation optimizations and quantitative analysis for large bespoke mandates to relationship managers for UHNW portfolios and participate in client meetings upon request
YOUR PROFILE
6. A Master’s degree or PhD in a quantitative subject (e.g. math, engineering, finance)
7. At least 5 years of relevant work experience in risk management
8. Hands-on experience with multi-factor ex-ante risk models as well as portfolio optimization
9. Strong IT skills, including programming and data analysis experience. Working knowledge of MATLAB (or similar programming language) is required
10. Proficiency in English, as well as German or French (both spoken and written)
11. Comfortable presenting results to groups of portfolio managers and senior management
12. Highly motivated, reliable and well-organized team player
We are looking forward to receiving your full job application through our online application tool.