Avis de recrutement : Banque des Règlements Internationaux (BIS) recherche un(e) Analyste principal(e) des investissements et des risques en Suisse.







Purpose of the role :

The Bank for International Settlements’ mission is to support central banks’ pursuit of monetary and financial stability through international partnership and to act as a bank for central banks. The Middle Office team plays a key role in supporting this mission by working in close collaboration with the different units of banking-related departments, support initiatives and conduct extensive analysis and risk assessments.

We are looking for a Senior Investment and Risk Analyst to join the Middle office team in our BIS Headquarters in Basel. The successful candidate will focus on quantitative investment analysis, risk analysis and financial instrument valuation (including derivatives).

By joining the Banking Middle Office team:

  • You will be part of a multidisciplinary team in the Banking Department which provides internal (management and business divisions) and external (customers) services in the form of analytical, technical and advisory support;
  • You will contribute through close contacts and collaboration with business divisions in the Banking, Risk Management and Finance departments to the development of BIS banking activities.

Principal accountabilities :

As a member of the Middle Office team, you will have responsibility for a variety of tasks, including:

  • Participate in and contribute to the design, development and implementation of tools to analyse the valuation, performance and different types of risk of the Bank’s trading positions, instruments and portfolios as required
  • Investigate, analyse and resolve in close collaboration with business divisions, Risk Management and Finance any issue related to valuation, performance and risk measurement
  • Lead and coordinate the introduction of new instruments and products for the Treasury and Asset Management business.
  • Analyse complex transactions and pricing models
  • Carry out ad-hoc quantitative analysis for the Banking Department in the areas of reserve, investment and risk management
  • Contribute to internal and customer-related knowledge-sharing activities: training, workshops and seminars
  • Perform and participate in periodic model validations
  • Contribute to the improvement and strengthening of existing business processes
  • Support daily operations of performance and risk reporting.

Qualifications, skills, and experience:

  • Strong academic background with qualification in a quantitative subject (MSc/PhD preferred);
  • At least 10 years of relevant work experience in financial services, including three years of relevant work experience in quantitative analysis, risk management, derivatives valuation, etc;
  • Familiar with financial mathematics and modeling of fixed-income securities in particular;
  • Good knowledge of financial derivatives instruments;
  • Programming skills in Python, Matlab, R, SQL, etc. would be an advantage;
  • Practical experience in Excel, Tableau, Business Objects and basic familiarity with relational databases;
  • Ability to work under pressure and meet tight deadlines;
  • Knowledge of Findur, Aladdin and/or Front Arena would be an advantage;
  • Excellent oral and written English skills. Knowledge of a second major language would be a plus.
Close on 6 Mar 2023