Quantitative Risk Analyst Alternative Investments

coni + partner, established 1993, is a consultancy company with headquarters in Zurich and subsidiaries in Düsseldorf and Shanghai. We are specialised in custom-fit staffing in tune with the corporate culture by ensuring a perfect match of professional skills, references and personal as well as social skills of successful candidates.

Our client is the asset management division of an international bank in Zurich. We are looking for a quantitative analyst (m, f, d) with professional experience in the field of private credit investments and with collateralised loan obligations (CLOs) as

**Quantitative Risk Analyst Alternative Investments**

## Aufgaben

Assessing portfolio risk with a focus on private credit investments, including credit, counterparty, concentration, liquidity risks, etc. / Carrying out risk analyses of collateralised loan obligations (CLOs) and the underlying, bundled and securitised corporate loans, including their classification into different risk categories for investors needs / Upholding growth of private credit Investments and CLO business, which includes robust portfolio, credit, structural, liquidity and valuation risk analysis as well as the sensitivity, which helps measure risks with a the "what-if" modeling technique / Supporting portfolio construction to achieve specific financial objectives, whilst ensuring a balanced relationship between risk and return / Facilitating daily business operations, due diligence, and new transactions by conducting stress tests and scenario analyses / Assisting with due diligence on new transactions through risk analyses, adverse scenarios and key risk mitigation measures / Ensure day-to-day risk management and monitoring of private equity credit portfolios, including reviewing new transactions / Monitoring market, macro and credit developments; translating these into implications for the portfolio and preparing portfolio reports / Collaborating with private credit portfolio managers and senior risk managers to ensure the monitoring of investment risks across all private credit portfolios and to ensure that risks are fully understood / Supporting automation and scaling initiatives as part of risk management and IT projects / Some travel activity / Ad hoc projects.

## Qualifikation

Bachelor’s or Master’s in Quantitative Finance, Econometrics or Physics / Strong understanding of private credit investments and CLOs in the fund industry / Sound work experience in investment risk, risk modeling, credit and counterparty risk, portfolio analytics and financial reporting / Experience supporting investment decision-making or transaction approvals / Strong qualitative and quantitative skills with a team-oriented approach / Interest in a structured, independent way of working / Service-oriented mindset and interest in engaging with stakeholders / Familiarity with the software and market information used in the fund industry / Programming proficiency in Python, R, SQL and MS Excel and ability in data visualization with Power BI or Tableau / Excellent communication skills and active listening / German and English.

Please send us your documents for an initial contact by e-mail to contact@coni-partner. com or call us on +41 44 254 90 10. Mr. Ivano Coni would like to support you. Your application will be kept strictly confidential.

**coni + partner ag**

Ivano Coni

Managing Director

Klosbachstrasse 107

CH-8032 Zürich

Tel.: +41 44 254 90 10