ALM and Investment Portfolio Risk Officer

Your role

As the ALM and Investment Portfolio Risk Officer at Bank J. Safra Sarasin, you will be part of the risk management team and support the Treasury department using internally developed tools. You will provide advice and oversight, as well as reports and ad hoc analyses, to the Group Executive Board regarding risks related to the balance sheet or financial investments.

Your tasks

• Review of treasury transactions (investment portfolio), including data entry, position reconciliation, profit and loss calculation, and other risk metrics (interest rate sensitivity and credit spreads), using Bloomberg and internal tools
• Dynamic projection of net interest income (NII) on the balance sheet; analysis in relation to economic value of equity (EVE) risks
• Ad-hoc Analysis of Treasury Strategies: Efficiency, Sensitivity to Market Movements vs. Expectations
• Preparation of the ALCo meeting materials (meeting for strategic and tactical decision-making with the Group CEO, Group Head of Trading and Treasury, Group CRO, and Group CFO)
• Data analysis and report automation using SQL, Python, and VBA
• Monitoring of hedge accounting (effectiveness tests)
• Annual capital and liquidity stress tests for the Board of Directors (as part of capital planning)
• ALM Due Diligence for Mergers and Acquisitions Projects
• ALM Peer Learning and Support for Entity Risk Managers and Treasurers

Your profile

• Master's degree with a specialization in Finance/Capital Markets
• Passing at least one exam from the CFA or FRM curriculum is considered a strong asset
• 2 years of experience in a monitoring and/or analytical role in a bank’s Group ALM department or in corporate treasury
• Strong understanding of fixed-income securities and derivatives, including risk metrics
• Intermediate proficiency in at least two of the following programming languages: Python, VBA, SQL
• Proven ability to review reports
• Strong self-discipline
• Willingness to learn, strong ability to overcome challenges
• Ability to work under pressure
• Fluent in French and English

Your advantages

• Entrepreneurial spirit in a family-run bank
• Central office locations in Switzerland
• Above-average insurance benefits, fully covered by the bank
• Contribution to health insurance and meal allowance
• Global growth strategy and stable environment
• Competitive offer