WHO WE ARE

About the role

Treasury manages the group liquidity, assures bank-like regulatory liquidity and capital optimizations and establishes a solid balance sheet structure. It is responsible for the central liquidity management of the group, the investment portfolio management, the definition of funding programs through the issuance of new structured investment products, the management of bank relationships for its Treasury activities by enhancing and optimizing the financing facilities, hedges the balance sheet risks (FX, interest rates) and analyzes additional structural balance sheet optimizations together with senior management (bond issuances, capital increases). It does it in close collaboration with Securities Finance/Collateral Management, Trading, Risk Control, Finance and Sales as well as the Executive Committee and the Board.

At Leonteq, we are a leading player in the financial industry, renowned for our innovative approaches, our commitment to excellence and our entrepreneurial spirit. Our organisational values people together, passion, dedication, quality and expertise are our guiding north star.

What you'll do

• Responsible for the Group's treasury and ALM (Asset and Liability Management) function comprising all procedures and processes related to
  • liquidity management of the group (foreasting, cash usage within the group)
  • setup and oversight over treasury models and methodologies (like liquidity excess reserves based on market stress models)
  • structural balance sheet management of the group (active ALM, FX/interest rate risk management based on sensitivity analysis, define its financing activities like its funding curves, definition of secured and unsecured funding programs, bonds issuances or potential structural capital changes)
  • optimizing the group's Treasury risk profile and PnL
  • managing the group's bank-like regulatory liquidity and capital requirements in close collaboration with Securities Finance/Collateral Management, Trading, Structuring, Risk Control, Finance and Sales
  • the group's ALCO investment portfolio management through the definition, execution and monitoring of investment strategies, asset selection criteria and benchmarks
  • leading the Treasury Committee agenda and contribute to other relevant governing committees (EC RiskCo, Product Approval Committee, EC, ARC)
  • Treasury policies and control framework to have a strong governance setup for the treasury activities
  • assessing complex business transactions with regards to Treasury activity impacts
  • establishing and reviewing a leading funding and liquidity contingency as well as recovery and resolution plan for Treasury activities in collaboration with the Board, the EC and Risk Control according to the regulatory best practices

What you'll need

• At least 15+ years relevant bank or securities firm Treasury experience in a dynamic investment banking environment, of which at least 5 years in a leading managerial position, covering central liquidity management, balance sheet management (ALM, FX/interest rate risk management, definition of the investment and funding framework, including secured and unsecured financing programs, regulatory liquidity and capital management guidelines)
• In-depth knowledge of treasury activities and risk management in a complex investment banking environment with large and complex exotic structured investment product issuance activities
• Strong finance-mathematical academic and professional investment banking curriculum
• Profound knowledge of bank-like regulatory liquidity and capital requirements
• Team leader with good communication skills with a business, risk management and compliance mindset
• Proficient in English
• Located in Zurich or Guernsey with circa 10% to 30% travel activity expected

Why you'll love working here

• Strongly growing investment banking securities firm with a high demanding entrepreneurial environment
• Value-based team spirit with a uniquely large pool of talents
• Your contributions are held in high regards and have clearly a substantial impact for the group and its activities