Quantitative Credit Analyst

Your team

We are a Geneva based credit team responsible for managing an unconstrained global fixed income strategy, spanning multiple portfolios with diverse objectives and constraints. Our investment universe covers a broad spectrum of ratings, geographies, and currencies, with a focus on delivering strong risk-adjusted returns. We are currently enhancing our operating model by strengthening process discipline, enhancing tooling and automation, and integrating artificial intelligence. We are committed to continuous improvement and innovation in all aspects of our work.

Your role

This position is embedded within the portfolio management team and works closely with the Credit Portfolio Managers. The role encompasses four primary objectives:

1.    Credit Analysis

o    Assist Credit Portfolio Managers with research and the origination of investment ideas.
o    Gather and analyse all relevant company data, including company filings, third-party research, rating agency reports, expert calls, and more.
o    Monitor existing credits by tracking trading updates, earnings calls, news flow, and other relevant information.

2.    Develop Scalable and Robust Investment Tools

o    Maintain and enhance existing portfolio monitoring systems.
o    Design market screening tools to systematically identify attractive investment opportunities.
o    Develop frameworks to improve credit research and modelling, leveraging artificial intelligence.
o    Implement forward-looking risk management tools.
o    Produce comprehensive performance analyses.

3.    Leverage Tools for Investment Implementation

o    Utilise developed tools to generate actionable investment insights and support portfolio decision-making.
o    For example, a successful outcome would involve using these tools to identify a mispriced security, perform detailed credit analysis, collaborate with colleagues to validate the investment thesis, assess liquidity with the trading desk, determine appropriate position sizing based on the existing portfolio, and implement the investment across eligible accounts.

4.    Oversee Core Daily Portfolio Operations

o    Cash Management: Generate liquidity to fund new investments and allocate surplus cash to short-term instruments.
o    Order Execution: Enter buy and sell orders into our Portfolio Management System, ensuring suitability for each account.
o    Portfolio Alignment: Address deviations in portfolio positioning, including issuer, sector, duration, and FX exposure.
o    Portfolio Monitoring: Track key portfolio risks and produce performance attribution analyses.

Your profile

•    Master’s degree in quantitative finance or engineering from a leading university.
•    CFA or CQF qualification is advantageous.
•    5–10 years’ experience in a market-facing role within a top-tier financial institution.
•    Exceptional technical skills, including programming, API integration, data architecture, and data visualisation.
•    Proven ability to manage multiple priorities and deliver tangible results in a fast-paced environment.
•    Strong ethical standards and a collaborative team spirit.
•    Fluency in English (fluency in French is advantageous). 
•    Swiss residency or willingness to relocate.

Note

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.