Corporate Functions includes the Group’s non-banking activities and employs more than 600 people. These functions are carried out by specialists with expertise across all business units, and include Communications, Compliance, Finance, Human Resources, Information Security, Internal Audit, Legal, Corporate Office, Risk and Tax departments.
As a member of the Group Treasury team within Group Finance, you will create in-depth analysis and presentations for senior management discussions related to interest rate and liquidity risk management. In addition, you will focus on regular maintenance and enhancement of key liquidity and IRRBB models. You will operate in an environment of increasing complexity (regulations, regionalisation, trapping of liquidity/capital, etc.) where the ability to think in a multidimensional way and to collaborate well across functions and jurisdictions is absolutely key.
Your role
• Analyse all relevant treasury risks from a quantitative and qualitative point of view and provide comprehensive regular and ad-hoc analysis and reporting on these risks. Work actively to conceptualise, develop and optimise quantitative risk analysis models. • Focus on liquidity risk, interest rate risk, risk in the treasury investment portfolio and collateral management at the Group level as well as for all banks of the Group. • Develop and optimise models for risk simulation. Conceptualise new ways of analysing treasury risks and develop prototype models for that purpose. • Monitor the department’s needs in terms of IT systems; collaborate actively with the IT department in the development of new IT tools or the optimisation of existing ones. • Monitor the treasury investment portfolio; provide reporting on compliance with the limits imposed. Monitor the collateral quality of securities to determine their eligibility as liquid assets or for pledging purposes. • Monitor and manage collateral positions and requirements for securities pledging, repurchase agreements and central bank access. • Keep abreast of regulatory developments relating to treasury management (liquidity regulation, interest rate risk in the banking book). Identify needs to adjust aspects of treasury risk management (concepts, tools, models) arising from regulatory developments.
Your profile
• Education/background in a technical field (mathematics, physics, engineering, IT, etc.) or in economics, finance or banking with in-depth technical, analytical and IT knowledge. • 2-3 years of experience in a treasury-related role a plus. • Knowledge of banking and asset/liability management concepts and money/fixed-income markets would be a plus. • A strong interest in finance and financial markets is a must. • Knowledge of OneSumX by WKFS would be a strong plus. • 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, Access and PowerPoint). • Results-oriented with strong attention to detail. • Pragmatic and strategic thinking. • Excellent command of French and English. • Must be resident in Switzerland or willing to relocate.
Note
We will not accept any CVs via agencies.
Ref.: TA/CC/OD
Diversity & Inclusion
Pictet is an equal opportunity employer and is committed to creating a diverse environment. We respect all individuals and seek their inclusion in the workplace.
