Our client is a private bank with a strong presence throughout switzerland. It offers a stable, dynamic and international working evironment with many interesting projects.
For their Risk Office, they are looking for a confirmed Risk Officer to perform ALM risk management.
T he objective of the Risk Officer in this position is to provide advisory and monitoring support to Treasury department.
Your responsibilities will include:
- Review Treasury trades
- Provide ad-hoc analysis of Treasury strategies
- Provide data analysis and reports automation
- Balance sheet dynamic projection of Net Interest Income (NII) ; analysis against Economic Value of Equity (EVE)
- Very good knowledge of fixed income
- At ease with SQL ; Python and VBA
- High competence in numeracy and critical thinking
- Master Degree or CFA