Quantitative Analyst ALM & Junior Treasury Dealer (Temporary 12 months)

Main responsibilities

• 1) Dealing & Execution- Execute Internal spot/forward FX swaps, money market deposits, and short-term funding/placements within delegated limits.
• Back up for Collateral Management.
• Track macro events and central bank decisions relevant to core currencies and client activity; produce concise daily updates for internal stakeholders.
• 2) Reporting & Controls- Contributes to the redaction of ILAAP and ICAAP reports.
• Support month-end/quarter-end reporting for Treasury KPIs, P&L attribution, and balance sheet metrics.
• Contributes to the development of tools and enhancement in data quality.
• Contributes to NII projections, de-composition and FTP Analysis.
• 3) ALCO Preparation- Prepare and consolidate inputs for Asset & Liability Committee (ALCO) packs, including liquidity metrics, funding mix, interest rate risk in the banking book (IRRBB) summaries, and balance sheet trends.
• Coordinate with Finance, Risk, and Group Treasury to ensure data accuracy, and timely submission.
• Produce commentary on material movements, limit utilization, and management actions.
• Bespoke analysis and report writing to the attention of ALCO / ExCo
• 4) HQLA Portfolio - Maintain position, valuation, and performance reporting; support look-through and regulatory liquidity reporting as required.
• 5) Illiquid (Private Markets) Portfolio — Oversight & Reporting- Support Security and Manager selection.
• Helps develop a pricing model/database for private market investments.
• Able to evaluate risks in Private Market Transactions
• Engagement with managers
• 6) Risk, Compliance & Governance- Adhere to desk mandates, counterparty/issuer limits, and conduct rules; abides and contributes to rules set in the Internal Control System.
• Ensure compliance with UBP policies and local Jersey regulatory standards (JFSC), and applicable UK/EU practices where relevant.
• Promptly escalate limit breaches, operational incidents, and suspicious activity.
• 7) Projects
• Provides Business Analysis on Treasury Projects
• Ensures timely reporting and documentation of Treasury Projects
• Ensures system testing for Treasury related system releases

Your Profile

• Core competencies- Ability to work extended hours and be driven by objectives.
• Strong numerical ability, attention to detail, and comfort with time-critical decisions.
• Basic Knowledge of Accounting Principles and Bank Regulatory framework.
• Able to analyse investment with a legal mindset and decompose complex issues in legal terms.
• Passionate about Financial Markets and Instruments.
• Clear written and verbal communication; able to produce concise commentaries.
• High integrity and risk awareness; disciplined approach to limits and governance.
• Team player with a client-centric mindset and strong interpersonal skills.
• Specific Competencies- Master’s degree in Finance, Economics, Mathematics or other Technical subject.
• Ideally 1-2 years of experience in Audit, Accounting, Treasury, Asset Management, or Trading.
• Fluent in French and English (written and spoken) additional languages a plus.
• Office Pack.
• Access, VBA, SQL, Matlab, R, Python coding (proficient at least on 2 or the 6 listed)
• Familiar with Bloomberg Terminal a plus
• Sense of discretion and confidentiality
• Capacity to work as a team in an agile and challenging environment.
• Proactive, stress Resilient
• Problem Solving and Analytical mindset
• Main IT Accesses:- Atlas Geneva
• File server Geneva
• Citrix VPN
• Bloomberg Terminal
• Kondor + / Kondor + Database
• Business Objects Accounting
• Business Objects Treasury & Trading
• TMT Treasury Master Tools

This Job Description is not intended to be all-inclusive. The employee may perform other related duties to meet the on-going needs of the Bank.

The employee acknowledges and understands the content of this job description and agrees to respect it.

Core Competencies : Adherence to the company’s values: Dedication, Conviction, Agility and Responsibility - Compliance with regulations and internal directives