Risk
and performance-oriented quantitative analysis and calculations for a wide range of asset classes including fund investments in the field of the bank's asset management
Foster in-depth risk analyses, estimates and recommendations based on high quality assessments
Monitoring of risk positions in the investment portfolios
Preparation of reports containing risk analytics and key performance indicators for internal and external stakeholders
Refine methodologies to constantly expand our analysis and reporting capabilities
Optimizing asset management strategies, products, processes and tools
Work closely with other team members, portfolio managers and senior management
Regular reporting to the Head of Asset Management
Participation in projects focused on the continuous development of infrastructure, tools and methods.

Master in Quantitative Finance
CFA or FRM, as an advantage
Professional experience in asset or portfolio management at a bank or a major fund manager, or in fund auditing
Experience in risk & performance calculation across equity, fixed income, multi-asset and fund portfolios, including private equity Investments
Experience in ex-ante and ex-post risk analysis, including VaR calculations, factor exposures, concentration limits, liquidity risk, tracking error, etc.
Experience with investment restriction set up and controlling
Experience with Bloomberg, Morningstar, FactSet, etc.
Programming skills: SQL, VBA and Python, etc.
Strong analytical skills
Team-oriented with process oriented thinking and problem solving mentality
Ability to go into details and to communicate the results to internal stakeholders and investors
English and German.

Associate Risk Analytics, Funds

Key skills