Treasury Analyst
Pictet
- Luxembourg Genève
- CDI
- Temps-partiel
- Analysing all relevant treasury risks in a quantitative and qualitative fashion and providing comprehensive, regular and ad hoc analysis and reporting on these risks. Actively working to conceptualise, develop and optimise quantitative risk analysis models.
- The main areas of focus are liquidity risk, interest-rate risk, risk in the treasury investment portfolio and collateral management.
- Developing and optimising models for risk simulation. Conceptualising new ways of analysing treasury risks and developing prototype models for that purpose.
- Monitoring the treasury investment portfolio; providing reporting on adherence to and compliance with the limits imposed.
- Monitoring and managing collateral positions and requirements for securities pledging, repurchase agreements and central bank access.
- Being a key contributor to the Treasury reports and especially to the annual ILAAP
- Keeping abreast of developments relating to treasury management (liquidity and IRRBB regulations, best practice, hot topics,…). Identifying needs for adapting treasury risk management (concepts, tools and models) arising from such developments.
- Working closely with the team to develop coverage capabilities with the execution of trades on the market (Repo, FX Swaps, OIS, Bonds, etc.) as well as with internal counterparts (Lombard refinancing, deposits, etc.).
- Education/background in a technical discipline (mathematics, physics, engineering, IT, etc.) or economics/finance/banking with in-depth technical, analytical and IT knowledge.
- Three to five years' experience in a treasury-related role would be a plus.
- Knowledge of banking and asset/liability management concepts and money/fixed income markets would be a plus.
- A keen interest in finance and financial markets is a must.
- Very good analytical skills and conceptual thinking as well as programming skills in state-of-the-art programming languages.
- Good command of standard office applications (Excel and PowerPoint).
- Excellent command of French and English.
- Detail & results oriented
- Pragmatism & strategic thinking.
In accordance with the provisions of the Luxembourg law of 23 July 2016 amending the law of 29 March 2013, candidates may be required to provide an extract from their criminal record. This document, issued by the authorities, must not be older than three months. Such a document will be requested with the aim of carrying out a character check on candidates, bearing in mind the area of activity of our establishment and, more particularly, the tasks described in the job description.Flexible and modern ways of workingAs a responsible and supportive employer, we promote the well-being of our employees through a set of flexible working arrangements, ranging from a work-from-home policy for eligible functions to opportunities for annualised part-time leave and extended parental leave.Diversity & InclusionPictet is an equal opportunity employer and is committed to creating a diverse environment. We respect all individuals and seek their inclusion in the workplace.