Financial Mathematician Asset Management

The role of a Financial Mathematician in Asset Management is within the asset management division of an international bank in Zurich. The company, coni + partner, is a consultancy firm specializing in custom-fit staffing solutions, ensuring a perfect match of professional skills, references, and personal and social skills of successful candidates. The main day-to-day responsibilities include calculating, validating, and reporting on fund investment portfolio performance, attribution, and risks. The role also involves portfolio configuration analysis, managing benchmark data, and supporting client reporting teams with relevant performance metrics. Additionally, the Financial Mathematician will execute critical performance-related projects, handle problem-solving, change management, and user acceptance testing, and work with various teams and external vendors. To qualify for this role, candidates must have a Master's degree in Mathematics, Physics, Economics, or Quantitative Finance. Professional experience in asset management, investment banking, or consulting is required, along with experience in risk and performance analysis of investment products. Proficiency in programming languages such as VBA, Python, or SQL, and experience with tools like Bloomberg, FactSet, MorningStar, and Essentials, QA Direct is essential. Knowledge of the life cycle of processes, process flows, and governance in operations is also necessary. Nice-to-have skills include a generalist interest in other tasks such as internal controls or controlling of external service providers. The role is based in Zurich, and residence in Switzerland is required. The team values independent, analytical team players who are practical problem solvers with an eye for efficiency and effectiveness, even under time pressure. Excellent organizational and communication skills, as well as a high affinity for IT and systems, are also important. What the role asks for: - Master's degree in Mathematics, Physics, Economics or Quantitative Finance - Professional experience in asset management, investment banking or consulting - Experience in risk & performance analysis of investment products - Programming skills (e.g. VBA, Python, SQL) - Experience with Bloomberg, FactSet, MorningStar, Essentials, QA Direct - Knowledge of the life cycle of processes - Knowledge of process flows, process flow charts and governance in operations - Residence in Switzerland