Quantitative Analyst ALM & Junior Treasury Dealer (Temporary 12 months)

Main responsibilities 

• 1) Dealing & Execution
  • Execute Internal spot/forward FX swaps, money market deposits, and short-term funding/placements within delegated limits.
  • Back up for Collateral Management.
  • Track macro events and central bank decisions relevant to core currencies and client activity; produce concise daily updates for internal stakeholders.
• 2) Reporting & Controls
  • Contributes to the redaction of ILAAP and ICAAP reports.
  • Support month-end/quarter-end reporting for Treasury KPIs, P&L attribution, and balance sheet metrics.
  • Contributes to the development of tools and enhancement in data quality.
  • Contributes to NII projections, de-composition and FTP Analysis.
• 3) ALCO Preparation
  • Prepare and consolidate inputs for Asset & Liability Committee (ALCO) packs, including liquidity metrics, funding mix, interest rate risk in the banking book (IRRBB) summaries, and balance sheet trends.
  • Coordinate with Finance, Risk, and Group Treasury to ensure data accuracy, and timely submission.
  • Produce commentary on material movements, limit utilization, and management actions.
  • Bespoke analysis and report writing to the attention of ALCO / ExCo
• 4) HQLA Portfolio 
  • Maintain position, valuation, and performance reporting; support look-through and regulatory liquidity reporting as required.
• 5) Illiquid (Private Markets) Portfolio — Oversight & Reporting
  • Support Security and Manager selection.
  • Helps develop a pricing model/database for private market investments.
  • Able to evaluate risks in Private Market Transactions
  • Engagement with managers
• 6) Risk, Compliance & Governance
  • Adhere to desk mandates, counterparty/issuer limits, and conduct rules; abides and contributes to rules set in the Internal Control System.
  • Ensure compliance with UBP policies and local Jersey regulatory standards (JFSC), and applicable UK/EU practices where relevant.
  • Promptly escalate limit breaches, operational incidents, and suspicious activity.
• 7) Projects
  •    Provides Business Analysis on Treasury Projects
  •    Ensures timely reporting and documentation of Treasury Projects
  •    Ensures system testing for Treasury related system releases

Your Profile

• Core competencies
  • Ability to work extended hours and be driven by objectives.
  • Strong numerical ability, attention to detail, and comfort with time-critical decisions.
  • Basic Knowledge of Accounting Principles and Bank Regulatory framework. 
  • Able to analyse investment with a legal mindset and decompose complex issues in legal terms. 
  • Passionate about Financial Markets and Instruments.
  • Clear written and verbal communication; able to produce concise commentaries.
  • High integrity and risk awareness; disciplined approach to limits and governance.
  • Team player with a client-centric mindset and strong interpersonal skills.
• Specific Competencies
  • Master’s degree in Finance, Economics, Mathematics or other Technical subject.
  • Ideally 1-2 years of experience in Audit, Accounting, Treasury, Asset Management, or Trading.
  • Fluent in French and English (written and spoken) additional languages a plus.
  • Office Pack. 
  • Access, VBA, SQL, Matlab, R, Python coding (proficient at least on 2 or the 6 listed)
  • Familiar with Bloomberg Terminal a plus
  • Sense of discretion and confidentiality
  • Capacity to work as a team in an agile and challenging environment.
  • Proactive, stress Resilient
  • Problem Solving and Analytical mindset
• Main IT Accesses:
  • Atlas Geneva
  • File server Geneva
  • Citrix VPN
  • Bloomberg Terminal
  • Kondor + / Kondor + Database
  • Business Objects Accounting
  • Business Objects Treasury & Trading
  • TMT Treasury Master Tools
     

This Job Description is not intended to be all-inclusive. The employee may perform other related duties to meet the on-going needs of the Bank.
The employee acknowledges and understands the content of this job description and agrees to respect it.

Core Competencies : Adherence to the company’s values: Dedication, Conviction, Agility and Responsibility - Compliance with regulations and internal directives