Market Risk Controller 100% (f/m/d)
Salary not stated · Compare with UK Risk Analyst pay →
At Julius Baer, we celebrate and value the individual qualities you bring, enabling you to be impactful, to be entrepreneurial, to be empowered, and to create value beyond wealth. Let’s shape the future of wealth management together.
Development of Valuation Adjustment risk management framework. Collaborate with Model Validation, Product Control, Finance to ensure that risk management framework and valuation methodologies remain robust, transparent, and compliant with internal policies and regulatory requirements.
YOUR CHALLENGE
- Development of the current risk models, risk framework and their adaptation to the changing needs of the Front & Trading units
- Daily reporting of market risk
- Close communication and collaboration with management on trading risk related aspects
- Assessing new products in the new product approval process
- Review and assessment of trading positions and hedging strategies
- Development and maintenance of the market risk control IT applications
- Engaging in regulatory projects, projects in the Trading space and group-wide projects
YOUR PROFILE
Higher university degree (or similar) in a quantitative area (Physics, Mathematics, Engineering, Econometrics, Quantitative Finance)
Several years of experience in the trading environment (market risk, valuation control, model validation or trading)
Deep knowledge of financial markets, products and their representation in trading systems
Experience in front trading applications like Front Arena, Murex etc.
Very strong analytical skills, ability to assess the full scope of a problem
Able to work on own initiative, willing to take responsibility
Team-oriented, able to motivate highly qualified, technically minded staff
Good communication skills up to senior management level
We are looking forward to receiving your full job application through our online application tool. Further interesting job opportunities can be found on our Career site.
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