GPS Associate: Quantitative Analyst, 100% (f/m/d)
Core
Develop advanced performance and risk analysis insights for equity, fixed income, and multi-asset class portfolios using risk factor models and IT solutions.
Role type
Quantitative Analyst (Risk Analytics & Portfolio Performance)
Builds
Performance and risk analysis solutions, IT tools for portfolio analytics
Domain
Private Banking, Wealth Management, Financial Risk
Deliverable
production ML models
Required skills
Python, SQL, Tableau, VBA, Risk Factor Models, Portfolio Performance Analysis, Financial Markets Knowledge, Data Science
Preferred skills
Master's in Applied Mathematics/Banking/Quantitative Finance/Economics/Engineering/Physics, 2-4 years experience
Technologies
Python, SQL, Tableau, VBA, Refinitiv, Bloomberg, MSCI, Morningstar
Responsibilities
Handle investment performance measurement and analysis, Develop and maintain advanced solutions for portfolio performance and risk analysis, Interface with market data and portfolio analytics vendors, Present findings to Investment Committee and Portfolio Management Team Heads
Seniority
Early-career Associate (2-4 years experience)
