Business / Systems Analyst – Basel 3 F2B RWA Calculation Analyst recruitment
With the advent of the changes from Basel 2 / 2.5 to Basel 3, UBS Investment Bank is embarking on a multi-year compliance optimisation programme within the Counterparty Credit Risk area. This initiative is jointly sponsored by the IB Chief Risk Officer, the IB Chief Operations Officer, IB Chief Financial Officer the IB Treasury Trading Global head and supported by the heads of the Front Office and Control functions across UBS Investment Bank.
As the successful candidate your job will be to work as a business / systems analyst focusing on the Front to Back process of generating exposures from UBS’ strategic Counterparty Credit Risk platform and substituting within the Finance RWA / Capital calculations under Basel 2 and Basel 3 regulatory conditions.
As the ideal candidate you are a hands-on Business / Systems Analyst with practical experience and knowledge of the calculation of RWA and Capital under Basel 2 for Counterparty Credit Risk. You may already be involved in projects looking at the impact of Basel 3 and changes required to existing infrastructure and business processes to support.
You are expected to have the following skills and experience:
- Ability to understand the front to back business process associated with the regulatory calculation of RWA and Capital
- Business experience knowledge of Credit / Counterparty risk analytics systems and the control frameworks required to support
- Demonstrable experience and knowledge of regulatory / audit frameworks requirements for banking systems processes supporting Capital / RWA calculations
- Strong analytical numerical skills and excellent written communication; ability to create powerful and maintainable documentation
- Enjoy working to deadlines to realise the business benefits associated with IT projects
- Previous exposure and understanding of the roles of Finance / Treasury, Market Risk, Credit Risk and Front Office desks within an Investment Bank
As the ideal candidate your experience also includes:
- FpML and other domain specific languages
- Structured methods and tools i.e. UML
- Strong knowledge of Interest Rates and Credit derivatives covering pricing, capture, risk management, and PL.
- Working in an agile and iterative environment, using test driven development and similar practices
- Appreciation of IT system architecture
- Experience in designing and documenting data models
We can offer
- UBS is a forward-thinking, ideas-driven organization; meritocracy, ambition, performance and learning define the culture of the firm
- It is a diverse organization, where differences of background and perspective are recognized as strengths, and the individual differences and unique contribution of each person are valued and leveraged
- By nurturing a climate in which these qualities can flourish, UBS recognizes that we will continue to build a winning team of talented individuals