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Junior ALM and Investment Portfolio Risk Officer (Ref 1590)

Bank J. Safra Sarasin AG
Geneva

4T

Junior ALM and Investment Portfolio Risk Officer (Ref 1590)


Junior ALM and Investment Portfolio Risk Officer (Ref 1590)

Bank J. Safra Sarasin Ltd is a leading sustainable private bank, offering all the advantages of the Swiss banking environment together with dynamic and personalised advisory services focusing on opportunities in international financial markets. The Bank provides a high level of services and expertise when acting as investment advisor and asset manager for private and institutional clients. Financial strength, excellent client services and outstanding quality are therefore key elements of its corporate philosophy.

J. Safra Sarasin's most valuable capital is its employees. They are essential to the success of the organisation, now and in the future. Their technical expertise, professional qualifications and social skills are highly valued by the Group's clients, management and business partners. The success of J. Safra Sarasin depends on the enthusiasm and commitment of every one of its employees worldwide.

Division

General Counsel

Function/Position

Junior ALM and Investment Portfolio Risk Officer (Ref. 1590)

Location

Geneva, CH

Function/Position objectives

The ALM risk management is a strategic function inside the Risk Office, leveraging on internally developped tools to provide advisory and monitoring support to Treasury department. The position is highly focused on fixed income, requires high numeracy and critical thinking, along with very rigorous approach to everyday tasks.

Responsibilities

  • Review of Treasury trades with data input, reconciliation of positions, Profit and Loss computation along with other risk metrics
  • Computation of management reports with high level of sophistication of market risk metrics using Bloomberg and in-house tools
  • Balance sheet dynamic projection of Net Interest Income (NII) ; analysis against Economic Value of Equity (EVE)
  • Ad-hoc analysis of Treasury strategies: efficiency, sensitivity to market movements vs expectations
  • Asset Liability Committee package preparation
  • Data analysis and reports automation using SQL ; Python and VBA
  • Hedge accounting monitoring
  • Master level with specialization in Finance/Capital markets. Having passed any exam from CFA or FRM curriculum will be considered a strong advantage
  • 1-2 years of experience in a monitoring and/or analytical position in the Group ALM department of a bank or inside a corporate Treasury
  • Strong understanding of Fixed income securities and derivatives, including risk metrics
  • Intermediate level in at least two of the following programming languages: Python, VBA and SQL
  • Proven ability to cross check reports
  • Sound self-discipline, eager to learn, strong ability to face challenges, able to work under pressure
  • Fluency in French and English