PORTFOLIO ANALYST - ALTERNATIVE & RISK MITIGATION - PARIS or GENEVE
HybridParis, Île-de-France, France or Genève, Geneva, Switzerland
Job Summary
Support daily management of Alternative and Risk Mitigation portfolios using derivatives and quantitative tools. Assist in implementing and monitoring optimization strategies to enhance portfolio efficiency and risk-return profiles. Act across the full research and development chain, including brainstorming, modeling, data analysis, signal studies, and backtesting. Conduct specific client-driven analyses and prepare tailored studies to support investment decisions and mandate requirements. Collaborate with portfolio managers, developers, and support teams on equities, fixed income, and derivatives products. Report to the Head of Alternative & Risk Mitigation Strategies in Switzerland, working with Paris-based investment teams.
Required Qualifications
- Full-time position (fixed-term or permanent contract)
- 2 to 5 years of professional experience in a trading desk, hedge fund, or asset management environment
- Strong focus on option-based and derivative strategies
- Solid knowledge of derivatives pricing, volatility markets, and risk management
- Comfortable navigating complex optional payoffs
- Strong programming and data-handling abilities
- Python
- Master's or Ph.D. in finance, quantitative finance, mathematics, computer science, physics, or another quantitative discipline
Desired Qualifications
- Experience in alpha research, systematic strategy development, or proprietary models
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