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

• Applications to be submitted in English

• 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. If you possess these qualities and would like to be part of Ellipsis AM’ story, then come and join us!