Quantitative Analyst / Fixed Income & ESG (w/m)
Quantitative Analyst / Fixed Income & ESG (w/m)
Assura is a major, committed and responsible actor in the Swiss health insurance sector. Our convictions and values guide us every day and underpin our uniqueness. Join us if you want to discover a fascinating and meaningful sphere of activity where no two days are the same.
We are pleased to inform you of the following vacancy for the Finance Department in Lausanne or Zurich :
Quantitative Analyst / Fixed Income & ESG (w/m)
Your challenges :
- Controlling and continuous monitoring of the key quantitative performance, compliance, risk and ESG indicators of the group's assets under management, delegated via mandates and guarantee their compliance to internal and external rules at all times,
- Ensuring the quantitative due diligence of the investment process, the monitoring of the various selected investment instruments (bonds, equities, traded real estate, etc.) including ESG legal and regulatory requirements (ESG data and reporting, TCFD, etc.), and of the related controlling processes (monitoring of credit and counterparty risks, ESG score, hedging with derivatives, etc.)
- Guarantee the continuous development of the quantitative tools and of the reporting infrastructure developed in Python related to the portfolio’s monitoring and reporting for performance and compliance and various ESG purposes in particular.
- Establishment of the various investment reporting including performance and compliance analysis, ESG reporting for the internal and external control bodies, for regulators, as well as group's Top Management
- Take an active part to the yearly ALM process in collaboration with our external advisors in order to update the optimized reference asset allocation for implementation by the portfolio manager (return assumptions, capital optimization, solvency and risks constraints, etc.)
- Collaboration in the elaboration of the presentations for the group's top management and different governance bodies
- Realization of ad hoc studies, and closed collaboration with other services linked to the investments (treasury, accounting, controlling, etc.)
- Coordination and close collaboration with the custodian bank and external asset managers on the related subjects
Your talents :
- You hold a quantitative degree of the ETHZ, EPFL, or a university degree, level Master or equivalent, preferably with a quantitative, actuarial or a specialization in financial markets or financial engineering
- You have the relevant experience (more than 10 years) in an institutional investment portfolio monitoring and management (multi-assets), and also in the operational implementation of financial instruments and derivatives (FX, futures, options, etc.), and you can easily comment the portfolio’s performance and make recommandations
- Advanced professional skills in cutting-edge numerical methods & programming languages, in particular very advanced level in Python mandatory
- Previous experience and development in ESG investments and ALM including related risks & solvency aspects, as well as quantitative investment controlling practices, are a strong asset
- You are a polyvalent, autonomous person, with an analytical mind, and you work very efficiently under pressure and within very short deadlines
- You have a very strong commitment and very high-quality standards and values
- The working language is French and English, German is an asset
What we offer
- 40-hour working week (full time)
- A minimum of 5 weeks of holiday
- Option of remote working
- Monthly contribution to travel costs if the employee buys a public transport travelcard
- Attractive social benefits and major discount on health insurance
- Welcome Day and in-house training
At Assura, everyone is essential.
Since its foundation in 1978, Assura has been committed to a social, high-quality and efficient healthcare system; a system that focuses on the essentials and provides everyone with the same healing opportunities, while also encouraging the efforts of all actors to maintain efficiency. Our corporate culture is based on accessibility and openness as well as a strong spirit of cooperation. And every one of our 1,700 employees is essential.
Visit our site assura.ch to find out more assura.ch.
If you match the desired profile, please send us a comprehensive application dossier (CV, covering letter, copy of all your qualifications, references, etc.).
Thank you for your interest in our company and we look forward to considering your application.
Anstellungsbeginn:
immediately or to be agreed
Arbeitsort:
Lausanne, Zürich
Pensum:
100%
Dauer der Aktivität:
undetermined
