ALM and Investment Portfolio Risk Officer

07 May 2026
100%
Permanent position
French (Fluent), English (Fluent)
Geneva

About the job

Your Role

As ALM and Investment Portfolio Risk Officer at Bank J. Safra Sarasin you are part of the Risk Office leveraging internally developed tools and provide advisory and monitoring support to the Treasury department, as well as reports and ad-hoc analysis for Group Executive Management on risks related to the balance sheet or financial investments.

Your Responsibilities

Review of Treasury trades (Investment Portfolio) with data input, reconciliation of positions, Profit and Loss computation along with other risk metrics (sensitivity to IR and credit spreads) using Bloomberg and in-house tools

Balance sheet dynamic projection of Net Interest Income (NII); analysis against Economic Value of Equity (EVE) risks

Ad-hoc analysis of Treasury strategies: efficiency, sensitivity to market movements vs expectations

ALCo meeting package preparation (Meeting related to strategic and tactic decision taking with Group CEO, Group head of Trading and Treasury, Group CRO and Group CFO)

Data analysis and reports automation using SQL; Python and VBA

Hedge accounting monitoring (effectiveness tests)

Annual stress testing of capital and liquidity for the Board of Directors (as part of Capital Planning)

ALM due diligence on merger and acquisition projects

ALM peer learning and help provided to entity risk managers and treasurers

Your Profile

Master's degree with a specialization in Finance / Capital Markets

Having passed at least one exam from the CFA or FRM curriculum is considered a strong advantage

2 years of experience in a monitoring and/or analytical position in the Group ALM department of a bank or inside a corporate Treasury

Strong understanding of Fixed income securities and derivatives, including risk metrics

Intermediate level in at least two of the following programming languages: Python; VBA; SQL

Proven ability to cross-check reports

Sound self-discipline

Eager to learn, strong ability to face challenges

Ability to work under pressure

Fluency in French and English

Your Benefits

Entrepreneurial spirit in a family owned bank

Central city office locations across Switzerland

Above average insurance coverage fully borne by the bank

Contribution to health insurance and meal allowance

Global growth strategy and stable environment

Competitive offering

About us

As a leading sustainable private bank, we offer dynamic and personalized services in investment advisory and asset management for private and institutional clients.Our success depends on the enthusiasm and commitment of our employees and we value each person with their unique technical expertise, professional qualifications and social skills.

We are successfully operating for more than 180 years across 30 locations worldwide and offer our employees the chance to be a part of our success.Our employees are our most valuable asset, we are proud of our unique culture that fosters entrepreneurship and is fueled by a high team spirit andthe positive attitude of each individual. Join our international team and be part of the next chapter of the J. Safra Sarasin Group.