CFDs are complicated financial instruments that carry a high risk of losing money quickly because of leverage. You should think about your understanding of CFDs' operation as well as your ability to bear the substantial risk of financial loss.

Next generation investment company

E-Mail: [email protected]

Phone: +41 445 8622 92

 

Responsabilities

  • Responsible for ALM's quantitative investing methodology and tools, with an emphasis on asset modelling, and working closely with actuaries and finance on liability representation and business objectives.
  • Develop the ALM and SAA models further to optimize group asset allocations and investment capital allocations while taking local legal entity concerns and limits into account.
  • Make suggestions for ways to enhance our liability representation, such as describing asset-liability mismatches and strategies to minimize them. This is going to be a big component of the job.
  • Support the development and enhancement of methods and tools for Strategic Asset Allocation that take into account typical insurer requirements and constraints, such as economic value generation, risk capital aspects such as SST and Solvency II, liquidity, environmental, social, and governance (ESG), accounting, and other factors.
  • Improve the effectiveness of our stocks and credit derivatives overlay programs by selecting the best instruments and parameters to optimize the payoff structure.
  • Join and support the enhancement of existing and creation of new Tactical Asset Allocation investment methods, as well as the development of quantitative models to weed out investment possibilities.
  • A master's or doctoral degree in math, physics, engineering, econometrics, finance, or a related field with a quantitative concentration is required.

 

Person Requirements

  • 5 years or more of asset liability management experience
  • CFA, FRM, CQF, or equivalent and/or interest in pursuing such a certification
  • Digital subjects of interest include quantitative investment, programming, and visualization.
  • Coding abilities in R, Python, VBA, and/or other coding languages are required.
  • Finance experience / practical understanding / interest in using quantitative models / Machine Learning approaches Systematic trading methods, risk models, stress testing, asset allocation, time series analysis, simulation, and derivatives are just some of the examples.
  • Knowledge of information systems such as Bloomberg, FactSet, Refinitiv, and others.
  • Entrepreneurial spirit, desire to learn and contribute to the development of a contemporary business
  • Excellent knowledge of the English language. German is not required, however it is advantageous.

 

Coding expertise and Asset Liability Management knowledge are essential for this position. Not all of the other talents stated are necessary in tandem. Strong interest in understanding and modeling financial markets is the most important need.

 

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