Master Thesis – ESG factors in an Equity Risk Factor Model – 2787

The Pictet Group is one of the world’s leading independent wealth and asset managers. Founded in 1805 and headquartered in Geneva, Switzerland, the Group is represented in 30 offices in financial centers worldwide, currently employing over 5,000 people.

Pictet Wealth Management combines more than 200 years of Swiss banking heritage with global investment expertise. The Partner-owned financial service group offers a comprehensive service for wealthy individuals and families including discretionary and advisory investment solutions and family office services.

As a responsible firm, it is Pictet’s ambition to significantly reduce the environmental impact of its business activities and investments, by fully integrating Environment, Social, Governance (ESG) factors and active ownership into all investment processes.

You will join our PWM Investment Risk & Performance Team in Geneva, an independent team focused on client and portfolio investment risk. We are seeking to recruit a Quantitative Trainee for their master thesis. You will be responsible for designing and building an Equity Factor Model including ESG factors.

Your role

Your master’s thesis will be divided into three main parts:

• Defining the full specifications of a robust Equity Factor Model with ESG factors:
• Determining data needs
• Identifying relevant factors
• Designing the model
• Implementing the model using Python
• Applying the model:
• Quantifying ESG Risk in an Equity strategy by computing exposure to ESG factors
• Analyzing portfolio performance from an ESG angle using factor-based performance attribution
• Performing ESG-related stress tests

Your profile

• Master’s student in Financial Engineering.
• Excellent command of French and English;.
• Strong quantitative skills and excellent knowledge of financial markets.
• Solid IT (Python, SQL) and data analytics skills.
• A proven interest in ESG thematics.
• A self-starter able to work independently.
• Analytical mindset, results-driven combined with an innovative outlook.

Work place: Geneva

Start date: asap

Ref: MTESG/SN/MR

Note

We will not accept any CVs via agencies

Diversity & Inclusion

Pictet is an equal opportunity employer and is committed to creating a diverse environment. We respect all individuals and seek their inclusion in the workplace.