ALM and Investment Portfolio Risk Officer

• Geneva, CH
• Full-time
• Unlimited

Your Role

As ALM and Investment Portfolio Risk Officer at Bank J. Safra Sarasin you are part of the Risk Office leveraging internally developed tools and provide advisory and monitoring support to the Treasury department, as well as reports and ad-hoc analysis for Group Executive Management on risks related to the balance sheet or financial investments.

Your Responsibilities

• Review of Treasury trades (Investment Portfolio) with data input, reconciliation of positions, Profit and Loss computation along with other risk metrics (sensitivity to IR and credit spreads) using Bloomberg and in-house tools
• Balance sheet dynamic projection of Net Interest Income (NII); analysis against Economic Value of Equity (EVE) risks
• Ad-hoc analysis of Treasury strategies: efficiency, sensitivity to market movements vs expectations
• ALCo meeting package preparation (Meeting related to strategic and tactic decision taking with Group CEO, Group head of Trading and Treasury, Group CRO and Group CFO)
• Data analysis and reports automation using SQL; Python and VBA
• Hedge accounting monitoring (effectiveness tests)
• Annual stress testing of capital and liquidity for the Board of Directors (as part of Capital Planning)
• ALM due diligence on merger and acquisition projects
• ALM peer learning and help provided to entity risk managers and treasurers

Your Profile

• Master's degree with a specialization in Finance / Capital Markets
• Having passed at least one exam from the CFA or FRM curriculum is considered a strong advantage
• 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; SQL
• Proven ability to cross-check reports
• Sound self-discipline
• Eager to learn, strong ability to face challenges
• Ability to work under pressure
• Fluency in French and English

Your Benefits

• Entrepreneurial spirit in a family owned bank
• Central city office locations across Switzerland
• Above average insurance coverage fully borne by the bank
• Contribution to health insurance and meal allowance
• Global growth strategy and stable environment
• Competitive offering