Risk & Performance Specialist

Your Role

As Risk & Performance Specialist at Bank J. Safra Sarasin you are part of the Analytics & Business Solutions team which is responsible for the identification, quantification, analysis and reporting of performance and risk analytics for a wide range of asset classes in Asset Management. Furthermore, you will provide insightful analysis and recommendations based on your assessments and reportings to internal and external stakeholders, including portfolio managers and top management. 

Your Responsibilities

• Conduct independent ex-ante and ex-post risk analysis across equity, fixed income, multi-asset and alternative strategies
• Monitor portfolio risk exposures including VaR, tracking error, factor exposures, concentration limits, liquidity risk
• Produce and deliver performance attribution and contribution analysis
• Collaborate with portfolio management, investment compliance, and operations to ensure data integrity and timely reporting
• Contribute to the ongoing development of risk and performance measurement infrastructure, tools and methodologies

Your Profile

• Higher education (university / FH) in Finance, or similar
• FRM, CFA, CAIA, CIPM or similar is an advantage
• 5+ years of practical experience in the field of risk / performance / investment analysis / investment products
• Experience with Bloomberg PORT Enterprise (or similar), Bloomberg, Morningstar Direct, MSCI risk suite is required
• Knowledge in Python, SQL is required
• Pragmatic working attitude with a high attention to detail and commitment to data accuracy
• Fluency in English; Fluency in German is an advantage