Quantitative investment manager — Banque Cantonale Vaudoise

Full description

What if your professional history continues at the BCV? Join the first universal bank in the canton of Vaud, one of the strongest banks in the world, and its 2,000 collaborators. Take part in the success of an institution rated AA by Standard & Poors since 2011 and contribute to the growth of the Vaud economic fabric as well as to the attractiveness and vitality of our region. For our Asset Management and Trading division, we are looking for one or one:

Quantitative Investment Manager announcement Your main missions:

• Contribute to alpha research, signal development and evaluation of new investment ideas,
• Perform backtests, sensitivity analyses, stress tests, performance assignments,
• Participate in the development of systematic management products across various asset classes and tools for monitoring and risk management,
• Manage quantitative portfolios in accordance with quantitative strategies and models and defined risk profiles. Your profile:
• Master or PhD in finance, financial engineering, physics, mathematics, CFA an asset,
• 1 to 3 years of experience in quantitative research, management of systematic or index products in a buy-side or hedge fund environment,
• Good understanding of equity markets, long/short strategies, risk factors, portfolio optimization and performance attribution,
• Very good mastery of Python
• Matlab appreciated,
• Ability to appropriate new computer tools (library, framework), use them and contribute sporadically to a modern workflow (Git/Gitlab, CICD),
• Experience with pandas, NumPy, SciPy, scikit-learn, Jupyter, financial databases, Bloomberg or equivalent tools,
• Analytical spirit, rigour, autonomy and ability to communicate clearly, excellent team spirit,
• Common English and French (working languages).

If this position is for you, apply now and participate in the promising future of the BCV. Let's write together three stories, that of your career, that of your bank, that of our region.