PORTFOLIO ANALYST - ALTERNATIVE & RISK MITIGATION - PARIS or GENEVE

DETAILS

• Role : Portfolio analyst – Alternative & Risk Mitigation

• Department: Ellipsis AM – Asset management / Hedge Fund

• Contract : Full time

• Start date : asap

• Localisation: Paris or Geneva

• Salary : to be define

Ellipsis AM

With over 20 years of experience in asset management, Ellipsis AM is a recognised investment firm specialising in convertible bonds and alternative & risk mitigation strategies. A subsidiary of the Kepler Cheuvreux Group, the company has experienced strong and steady growth over recent years, reaching approximately €5 billion in assets under management in 2025, reflecting both the expansion of its product range and increasing demand from international investors.

YOUR TASKS

As a result of strong growth across both fund strategies and Separately Managed Accounts (SMAs), the Alternative & Risk Mitigation team at Ellipsis AM is seeking a motivated and entrepreneurial analyst to support its expanding activities. This role offers the opportunity to join a leading financial player operating across multiple business lines and to contribute directly to the development of high-value-added alternative and risk-mitigation solutions.

Reporting to the Head of Alternative & Risk Mitigation Strategies based in Switzerland, you will work closely with portfolio managers based in Paris within the investment team.

Your role will include:

• Supporting the daily management of Alternative and RMS portfolios, notably through the use of derivatives and quantitative tools.

• Assisting in the implementation and monitoring of optimisation strategies aimed at enhancing portfolio efficiency and risk-return profiles.

• Be active in the entire chain of research and development of strategies: brainstorming, modelling, data, study of signals, back testing, implementation of strategies.

• Conducting specific client-driven analyses and preparing tailored studies to support investment decisions and mandate requirements.

• Work in a collaborative environment with the rest of the team, including PM, Developers and Supports

• Equities and Fixed income

• Derivatives products: Options, Futures and Quantitative Investment Solutions

YOUR PROFILE & SKILLS

The candidate should meet the following requirements:

• You are seeking a full-time position (fixed-term or permanent contract) within a dynamic investment team experiencing strong growth.
• You have 2 to 5 years of professional experience in a trading desk, hedge fund, or asset management environment, with a strong focus on option-based and derivative strategies .
• You possess solid knowledge of derivatives pricing, volatility markets, and risk management , and you are comfortable navigating complex optional payoffs.
• You have strong programming and data-handling abilities (Python required; R and VBA appreciated) enabling you to build tools, improve processes, and analyse large datasets.
• You hold a Master's or Ph.D. in finance, quantitative finance, mathematics, computer science, physics, or another quantitative discipline.
• Experience in alpha research, systematic strategy development, or proprietary models is considered a strong advantage.
• You are highly curious, demonstrate strong analytical mindset and attention to detail, and show excellent communication skills.
• You enjoy working in a collaborative environment and are eager to contribute to the development of innovative alternative and risk-mitigation strategies.

RECRUITMENT PROCESS

• Between 2 and 3 rounds of interviews (both fit and technical questions)

You will need a flexible and creative approach in order to flourish in our international environment and succeed with our diverse client base.