The Pfaffikon branch of this Swiss investment bank is looking to recruit a new Quantitative Analyst and Portfolio Manager for the commodities trading arm of the bank. The Commodities Quant and Portfolio Manager is a new role for the bank in an increasingly important sector.
The Commodities Quant and Portfolio Manager works in the Commodity Asset Management department and is a key appointment for the future success of that team. In essence the role is completely essential for the performance of the direct commodity trading
staff and at its core revolves around analyzing, monitoring, screening all the commodity trades undertaken or planned. The dual nature of the role also means the Commodities Quant and Portfolio Manager will execute a number of very specialized trades; usually of the most complex nature or on behalf of some of the banks tier one clients. Make no mistake the Commodities Quant and Portfolio Manager is viewed as a senior appointment and one that will require a high level of expertise and experience.
Combined with and complementary to the above the Commodities Quant and Portfolio Manager will also look to evolve and develop the commodity trading process. The bank plans to increase the range of investments it focuses upon and increase the commodity investing teams exposure to other asset classes and instruments. For example a range of commodity backed fixed income products are being looked at, as well equity and alternative investments in commodity orientated entities.
The Commodities Quant and Portfolio Manager acts as one of the banks lead experts in commodities investing and as such is available for key client meetings, where commodities investment strategies will be discussed. They will also take a lead role in representing the commodities investment practice on a number of investment committees and internally.
Should you be successful in your application for this well paid senior Swiss quant job you can also expect to have a considerable focus on increasing, growing and leading new development in the banks quantitative tool set and bench marking. This can be seen particularly in a specific project the bank has ear marked for the Commodities Quant and Portfolio Manager. This is to back test and calibrate a range of highly technical investment signals and a number of micro and macro economic "sign posts" that will be applied to specific hard commodities and used by the commodity investing teams. Coupled with this you can expect on an ongoing basis to lead the development of the banks commodity portfolio management tool set
; of particular focus are a number of tools primarily used by the banks actively managed commodity funds for making asset allocation choices and performance tracking. Finally on the risk management side the Commodities Quant and Portfolio Manager will organize, supervise and on occasion undertake programming of the key risk and return attribution frameworks and models.
To be considered seriously for the vacancy you should be: -
- Holding at least five years prior experience in quantitative analysis and commodities asset management.
- Have a degree in maths, a numerate science, economics or a subject with a quantitative focus.
- In depth commodities investment knowledge and wide exposure to a number of other asset classes like equity, alternatives or fixed income.
- Strong programming abilities, all the usual suspects: Mat lab, SQL, VBA, Excel etc
- Fluent English and first rate presentation abilities.
As previously mentioned this is a senior role for a business critical business unit. As such the bank is looking to make a gold standard appointment, if you excuse the lame pun. Therefore for the right individual a remuneration package that meets all their expectations and requirements will be created.
Apply by clicking the apply button at the top right hand side of this job specification.