Quantitative Analyst ALM & Junior Treasury Dealer (Temporary 12 months)
Beschreibung
UBP - Union Bancaire Privée is a leading Swiss private bank headquartered in Geneva, with a strong international presence. The bank is known for its expertise in wealth management, asset management, and treasury operations. This role sits within the Treasury function and combines quantitative analysis for Asset & Liability Management (ALM) with hands-on junior dealing responsibilities, offered as a 12-month temporary contract. 1) Dealing & Execution: Execute internal spot/forward FX swaps, money market deposits, and short-term funding/placements within delegated limits. Provide 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: Contribute to the redaction of ILAAP and ICAAP reports. Support month-end/quarter-end reporting for Treasury KPIs, P&L attribution, and balance sheet metrics. Contribute to development of tools and data quality enhancements, as well as NII projections, decomposition, and FTP Analysis. 3) ALCO Preparation: Prepare and consolidate inputs for Asset & Liability Committee (ALCO) packs, including liquidity metrics, funding mix, 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. Write bespoke analysis and reports for ALCO/ExCo. 4) HQLA Portfolio: Maintain position, valuation, and performance reporting; support look-through and regulatory liquidity reporting. 5) Illiquid (Private Markets) Portfolio: Support security and manager selection. Help develop a pricing model/database for private market investments. Evaluate risks in private market transactions and engage with managers. 6) Risk, Compliance & Governance: Adhere to desk mandates, counterparty/issuer limits, and conduct rules; contribute to the Internal Control System. Ensure compliance with UBP policies, Jersey regulatory standards (JFSC), and applicable UK/EU practices. Escalate limit breaches, operational incidents, and suspicious activity promptly. 7) Projects: Provide business analysis on Treasury projects, ensure timely reporting and documentation, and support system testing for Treasury-related system releases. Master's degree in Finance, Economics, Mathematics, or another 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 are a plus. Strong proficiency in at least 2 of the following: Access, VBA, SQL, Matlab, R, Python. Familiarity with Bloomberg Terminal is a plus. Basic knowledge of accounting principles and bank regulatory framework. Strong numerical ability, attention to detail, and comfort with time-critical decisions. Ability to analyse investments with a legal mindset and decompose complex issues in legal terms. Clear written and verbal communication skills. High integrity and risk awareness with a disciplined approach to limits and governance. Team player with a client-centric mindset. Proactive, stress-resilient, with a problem-solving and analytical mindset. Sense of discretion and confidentiality. A 12-month temporary contract within the Treasury department of UBP, one of Switzerland's premier private banks, based in Geneva. The role provides broad exposure to dealing, ALM, regulatory reporting, ALCO processes, and private markets, offering a strong foundation in banking treasury operations. The candidate will work with leading financial systems including Bloomberg Terminal, Kondor+, and Business Objects. The position fosters development in a collaborative, agile, and challenging environment, in line with UBP's core values of Dedication, Conviction, Agility, and Responsibility.