Job description
Job Reference #
City
Job Type
Your role
We’re looking for a Market Risk Control, FRTB & Change Specialist like you to:
- drive forward the planning, progress and transparent communication of business and regulatory-driven deliverables from a Market Risk Control (MRC) perspective
- lead the specification & prioritization of MRC requirements
- provide impact analysis and suggestions for process (re-)design
- perform UAT testing and articulate recommendations for optimal implementation
- compile related process and policy documentation
- interact with stakeholders across teams and regions by discussing options and sourcing feedback as well as providing updates, education & support to impacted parties
Your team
Your expertise
- a Masters’ degree in a quantitative discipline (Mathematics, Physics, Engineering, IT)
- a minimum of 5-7 years’ work experience in risk control, ideally with exposure to risk quantification and market risk methodology fundamentals
- profound interest in the financial markets with strong knowledge of financial products (experience with more than one asset class is a plus)
- solid understanding of FRTB regulation and areas of impact
- experience in data management & analysis
- programming ability in Python/R; SQL is a plus
- ability to interact with people at different levels within the organisation, and to summarize complex problems and concepts clearly and intuitively
- team-oriented but able to work independently with the ability to manage multiple time-sensitive deliverables
#LI-Hybrid
About us
With more than 70,000 employees, we have a presence in all major financial centers in more than 50 countries. Do you want to be one of us?
Join us
From gaining new experiences in different roles to acquiring fresh knowledge and skills, we know that great work is never done alone. We know that it's our people, with their unique backgrounds, skills, experience levels and interests, who drive our ongoing success. Together we’re more than ourselves. Ready to be part of #teamUBS and make an impact?
Disclaimer / Policy Statements